-47.7%
KWM vs SPY
+31.5%
-79.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.5% | -11.8% | -8.8% |
| 7D | -53.4% | +0.6% | -54.0% | -59.0% |
| 30D | -53.4% | +0.6% | -54.0% | -59.0% |
| 3M | +499.9% | +3.7% | +496.2% | +352.4% |
| 6M | +108.0% | +13.0% | +95.0% | +16.3% |
| YTD | +231.7% | +12.4% | +219.3% | +84.0% |
| 1Y | -37.6% | +18.5% | -56.1% | -67.3% |
| All | -47.7% | +31.5% | -79.2% | -76.7% |
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 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