-99.2%
KTTA vs SPY
+82.4%
-181.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.1% |
| 7D | -6.9% | -2.0% | -4.9% | -6.3% |
| 30D | +13.2% | -1.7% | +14.9% | +13.9% |
| 3M | -6.9% | +4.7% | -11.6% | -8.4% |
| 6M | -34.0% | +12.5% | -46.5% | -36.5% |
| YTD | -58.1% | +11.7% | -69.9% | -59.7% |
| 1Y | -30.9% | +17.5% | -48.4% | -34.2% |
| 3Y | -95.0% | +76.6% | -171.6% | -96.0% |
| All | -99.2% | +82.4% | -181.6% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling