-75.9%
KYTX vs SPY
+57.8%
-133.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.7% |
| 7D | -12.0% | -0.8% | -11.2% | -10.8% |
| 30D | -9.8% | -1.1% | -8.8% | -8.0% |
| 3M | -7.8% | +3.9% | -11.6% | -13.4% |
| 6M | -17.4% | +13.6% | -31.0% | -32.7% |
| YTD | -22.8% | +12.7% | -35.4% | -36.3% |
| 1Y | +74.9% | +17.5% | +57.4% | +38.9% |
| All | -75.9% | +57.8% | -133.7% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling