-90.2%
KTUP vs SPY
+16.4%
-106.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -5.7% |
| 7D | +1.5% | -0.9% | +2.4% | +6.8% |
| 30D | -28.0% | -2.4% | -25.6% | -20.6% |
| 3M | -71.3% | -1.2% | -70.1% | -69.8% |
| 6M | -70.4% | +3.3% | -73.7% | -73.4% |
| YTD | -88.0% | +12.3% | -100.3% | -92.5% |
| 1Y | -89.0% | +12.4% | -101.4% | -93.1% |
| All | -90.2% | +16.4% | -106.7% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling