-11.7%
KURA vs SPY
+364.6%
-376.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | +44.0% | +0.1% | +44.0% | +43.9% |
| 3M | +51.1% | +2.0% | +49.1% | +47.6% |
| 6M | +55.0% | +13.0% | +42.0% | +35.6% |
| YTD | +27.5% | +13.5% | +14.0% | +10.8% |
| 1Y | +63.0% | +20.0% | +43.0% | +33.9% |
| 3Y | +31.7% | +77.2% | -45.5% | -29.9% |
| 5Y | -30.3% | +81.9% | -112.1% | -63.9% |
| 10Y | +124.2% | +314.1% | -189.9% | -57.6% |
| All | -11.7% | +364.6% | -376.3% | -85.7% |
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