-86.8%
KULR vs SPY
+82.3%
-169.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | -0.2% |
| 7D | -6.7% | -0.8% | -5.9% | -5.4% |
| 30D | -19.9% | -1.1% | -18.8% | -18.2% |
| 3M | -37.7% | +3.9% | -41.6% | -40.7% |
| 6M | -15.6% | +13.6% | -29.2% | -29.1% |
| YTD | -19.6% | +12.7% | -32.3% | -30.5% |
| 1Y | -46.5% | +17.5% | -64.0% | -55.9% |
| 3Y | -49.6% | +76.9% | -126.5% | -75.5% |
| All | -86.8% | +82.3% | -169.0% | -93.5% |
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 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