-36.6%
KWR vs SPY
+80.9%
-117.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.3% |
| 30D | -9.8% | -1.4% | -8.4% | -8.1% |
| 3M | +8.9% | +3.7% | +5.1% | +4.0% |
| 6M | +20.6% | +13.0% | +7.6% | +3.2% |
| YTD | +14.1% | +12.4% | +1.7% | -1.8% |
| 1Y | +11.9% | +18.5% | -6.6% | -10.0% |
| 3Y | -3.2% | +77.6% | -80.8% | -54.7% |
| All | -36.6% | +80.9% | -117.5% | -71.8% |
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