+41.6%
KURA vs SPY
+17.2%
+24.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.4% |
| 7D | -12.0% | -2.0% | -10.0% | -9.4% |
| 30D | +16.5% | -1.7% | +18.2% | +19.3% |
| 3M | +33.3% | +4.7% | +28.6% | +24.0% |
| 6M | +24.9% | +12.5% | +12.4% | +3.7% |
| YTD | +11.4% | +11.7% | -0.4% | -7.7% |
| 1Y | +41.6% | +17.5% | +24.1% | -1.1% |
| All | +41.6% | +17.2% | +24.4% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling