+15.8%
KYIV vs SPY
+18.1%
-2.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -3.2% |
| 7D | -3.5% | -0.8% | -2.8% | -2.4% |
| 30D | +2.3% | -1.1% | +3.4% | +4.1% |
| 3M | -0.9% | +3.9% | -4.8% | -6.6% |
| 6M | +16.6% | +13.6% | +3.0% | -4.7% |
| YTD | +4.9% | +12.7% | -7.8% | -13.6% |
| 1Y | +15.8% | +17.5% | -1.7% | -4.8% |
| All | +15.8% | +18.1% | -2.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling