+41.8%
KYIV vs SPY
+30.3%
+11.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +6.7% | +0.1% | +6.7% | +6.7% |
| 3M | +1.2% | +2.0% | -0.8% | -0.1% |
| 6M | +14.9% | +13.0% | +1.9% | +6.6% |
| YTD | +8.7% | +13.5% | -4.8% | +0.7% |
| 1Y | +25.0% | +20.0% | +5.0% | +13.7% |
| All | +41.8% | +30.3% | +11.5% | +26.4% |
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