+36.3%
KURA vs SPY
+308.5%
-272.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.5% |
| 7D | +9.3% | +3.3% | +6.0% | +5.5% |
| 30D | -24.4% | -2.7% | -21.7% | -22.1% |
| 3M | -25.3% | -1.7% | -23.5% | -23.7% |
| 6M | -23.2% | +3.1% | -26.3% | -25.7% |
| YTD | -28.5% | +11.9% | -40.4% | -36.6% |
| 1Y | -30.4% | +12.0% | -42.4% | -38.3% |
| 3Y | -12.8% | +78.2% | -91.0% | -53.2% |
| 5Y | -58.1% | +73.2% | -131.3% | -76.7% |
| All | +36.3% | +308.5% | -272.2% | -72.5% |
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