-55.5%
KURA vs SPY
+72.1%
-127.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +5.0% |
| 7D | +6.9% | +2.6% | +4.3% | +4.0% |
| 30D | -19.1% | -2.0% | -17.2% | -17.4% |
| 3M | -23.0% | -2.8% | -20.2% | -20.6% |
| 6M | -18.0% | +2.1% | -20.2% | -19.8% |
| YTD | -25.2% | +11.5% | -36.7% | -33.3% |
| 1Y | -27.2% | +13.5% | -40.7% | -36.2% |
| 3Y | -10.7% | +77.7% | -88.4% | -51.0% |
| All | -55.5% | +72.1% | -127.6% | -74.2% |
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