-39.4%
KWR vs SPY
+72.1%
-111.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +3.6% | +2.6% | +1.0% | +0.3% |
| 30D | -1.6% | -2.0% | +0.4% | +1.0% |
| 3M | -9.0% | -2.8% | -6.2% | -5.7% |
| 6M | +10.2% | +2.1% | +8.1% | +7.3% |
| YTD | +14.8% | +11.5% | +3.3% | -0.3% |
| 1Y | +16.4% | +13.5% | +2.9% | -1.0% |
| 3Y | -2.3% | +77.7% | -80.0% | -54.5% |
| All | -39.4% | +72.1% | -111.5% | -71.6% |
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 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