-71.0%
KWY vs SPY
+913.9%
-984.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.6% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -3.9% | -1.4% | -2.5% | -3.2% |
| 3M | -6.1% | +3.7% | -9.8% | -7.9% |
| 6M | -13.9% | +13.0% | -26.9% | -19.2% |
| YTD | -28.3% | +12.4% | -40.6% | -32.5% |
| 1Y | -32.7% | +18.5% | -51.2% | -38.4% |
| 3Y | +13.3% | +77.6% | -64.4% | -16.6% |
| 5Y | +73.9% | +81.7% | -7.8% | +24.1% |
| 10Y | +68.1% | +319.7% | -251.5% | -30.0% |
| All | -71.0% | +913.9% | -984.8% | -94.3% |
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