-99.3%
KTTA vs SPY
+82.6%
-181.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | 0.0% | +3.3% | -3.3% | -1.2% |
| 30D | +22.6% | -2.7% | +25.3% | +23.8% |
| 3M | +6.1% | -1.7% | +7.9% | +6.8% |
| 6M | -33.3% | +3.1% | -36.4% | -34.0% |
| YTD | -59.7% | +11.9% | -71.6% | -61.2% |
| 1Y | -26.0% | +12.0% | -38.0% | -28.8% |
| 3Y | -93.0% | +78.2% | -171.2% | -94.5% |
| 5Y | -99.0% | +73.2% | -172.2% | -99.0% |
| All | -99.3% | +82.6% | -181.9% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling