-91.3%
KTUP vs SPY
+16.0%
-107.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.3% | -9.2% |
| 7D | +7.8% | +3.3% | +4.5% | -4.7% |
| 30D | -31.5% | -2.7% | -28.9% | -23.3% |
| 3M | -74.4% | -1.7% | -72.6% | -72.3% |
| 6M | -74.0% | +3.1% | -77.1% | -76.4% |
| YTD | -89.3% | +11.9% | -101.1% | -93.2% |
| 1Y | -90.2% | +12.0% | -102.2% | -93.8% |
| All | -91.3% | +16.0% | -107.3% | -95.0% |
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