+68.5%
KWY vs SPY
+322.5%
-253.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -7.1% | -0.8% | -6.3% | -6.8% |
| 30D | -1.5% | -1.1% | -0.5% | -1.2% |
| 3M | -7.4% | +3.9% | -11.3% | -8.6% |
| 6M | -12.8% | +13.6% | -26.4% | -16.3% |
| YTD | -28.7% | +12.7% | -41.4% | -31.4% |
| 1Y | -33.4% | +17.5% | -50.9% | -36.7% |
| 3Y | +12.3% | +76.9% | -64.6% | -5.0% |
| 5Y | +78.6% | +83.6% | -5.0% | +48.8% |
| All | +68.5% | +322.5% | -253.9% | +13.7% |
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