-83.2%
KULR vs SPY
+207.2%
-290.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | -5.6% | -0.4% | -5.3% | -5.3% |
| 30D | -14.2% | -1.4% | -12.9% | -13.1% |
| 3M | -36.5% | +3.7% | -40.2% | -37.8% |
| 6M | -18.4% | +13.0% | -31.4% | -24.5% |
| YTD | -20.6% | +12.4% | -33.0% | -25.7% |
| 1Y | -43.5% | +18.5% | -62.0% | -48.6% |
| 3Y | -52.6% | +77.6% | -130.2% | -64.8% |
| 5Y | -87.3% | +81.7% | -169.0% | -90.9% |
| All | -83.2% | +207.2% | -290.4% | -87.0% |
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