+1,877.4%
KWR vs SPY
+3,074.3%
-1,196.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -0.8% | +0.5% | -1.4% | -1.4% |
| 30D | -5.4% | -0.9% | -4.4% | -4.5% |
| 3M | +12.7% | +3.9% | +8.8% | +8.6% |
| 6M | +25.1% | +14.5% | +10.5% | +9.4% |
| YTD | +18.4% | +12.9% | +5.4% | +5.0% |
| 1Y | +13.4% | +19.4% | -6.0% | -4.7% |
| 3Y | +0.4% | +78.5% | -78.1% | -43.1% |
| 5Y | -34.5% | +81.8% | -116.2% | -62.6% |
| 10Y | +74.4% | +311.5% | -237.1% | -52.8% |
| All | +1,877.4% | +3,074.3% | -1,196.9% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling