+36.4%
KWT vs SPY
+77.4%
-41.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +2.0% | -0.9% | +3.0% | +2.4% |
| 3M | +3.4% | +3.9% | -0.5% | +2.0% |
| 6M | +6.3% | +14.5% | -8.2% | +1.3% |
| YTD | +0.7% | +12.9% | -12.2% | -3.7% |
| 1Y | +2.2% | +19.4% | -17.1% | -4.2% |
| All | +36.4% | +77.4% | -41.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling