-83.0%
KULR vs SPY
+208.0%
-291.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | -6.7% | -0.8% | -5.9% | -6.0% |
| 30D | -19.9% | -1.1% | -18.8% | -19.0% |
| 3M | -37.7% | +3.9% | -41.6% | -39.1% |
| 6M | -15.6% | +13.6% | -29.2% | -22.3% |
| YTD | -19.6% | +12.7% | -32.3% | -24.9% |
| 1Y | -46.5% | +17.5% | -64.0% | -51.0% |
| 3Y | -49.6% | +76.9% | -126.5% | -62.5% |
| 5Y | -86.8% | +83.6% | -170.4% | -90.5% |
| All | -83.0% | +208.0% | -291.0% | -86.9% |
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