-35.8%
KURA vs SPY
+81.8%
-117.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.4% |
| 30D | +30.8% | -0.9% | +31.8% | +32.1% |
| 3M | +46.3% | +3.9% | +42.4% | +40.3% |
| 6M | +39.7% | +14.5% | +25.2% | +21.2% |
| YTD | +20.5% | +12.9% | +7.6% | +5.9% |
| 1Y | +53.8% | +19.4% | +34.4% | +28.1% |
| 3Y | +23.3% | +78.5% | -55.1% | -32.5% |
| 5Y | -35.8% | +81.8% | -117.6% | -64.5% |
| All | -35.8% | +81.8% | -117.6% | -64.5% |
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