+3.2%
KURE vs SPY
+14.6%
-11.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +5.0% | +5.3% |
| 7D | +5.4% | -0.7% | +6.1% | +5.9% |
| 30D | -3.4% | -1.0% | -2.4% | -2.6% |
| 3M | +6.7% | -0.3% | +7.0% | +7.0% |
| 6M | +7.4% | +7.3% | +0.1% | +3.1% |
| YTD | +9.3% | +13.3% | -4.0% | +2.4% |
| 1Y | +3.2% | +14.8% | -11.6% | -3.6% |
| All | +3.2% | +14.6% | -11.4% | -3.6% |
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