-40.7%
KURE vs SPY
+79.8%
-120.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -5.9% | -2.0% | -3.9% | -5.0% |
| 30D | -4.9% | -1.7% | -3.2% | -4.1% |
| 3M | +20.9% | +4.7% | +16.2% | +18.4% |
| 6M | +3.1% | +12.5% | -9.4% | -2.3% |
| YTD | +4.5% | +11.7% | -7.3% | -0.7% |
| 1Y | -10.1% | +17.5% | -27.6% | -16.4% |
| 3Y | +12.4% | +76.6% | -64.2% | -15.0% |
| 5Y | -40.7% | +82.0% | -122.8% | -56.0% |
| All | -40.7% | +79.8% | -120.5% | -56.0% |
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