-12.8%
KURE vs SPY
+209.7%
-222.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -6.1% | -0.8% | -5.4% | -5.7% |
| 30D | -4.8% | -1.1% | -3.7% | -4.2% |
| 3M | +18.7% | +3.9% | +14.8% | +16.1% |
| 6M | +3.6% | +13.6% | -10.0% | -4.2% |
| YTD | +4.1% | +12.7% | -8.6% | -3.2% |
| 1Y | -12.0% | +17.5% | -29.5% | -20.2% |
| 3Y | +7.9% | +76.9% | -69.0% | -25.7% |
| 5Y | -40.9% | +83.6% | -124.5% | -60.8% |
| All | -12.8% | +209.7% | -222.5% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling