-79.2%
KZIA vs SPY
+75.5%
-154.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.4% |
| 7D | -9.5% | -2.0% | -7.5% | -6.6% |
| 30D | -20.7% | -1.7% | -19.0% | -18.5% |
| 3M | -4.3% | +4.7% | -9.0% | -10.4% |
| 6M | +29.2% | +12.5% | +16.7% | +9.5% |
| YTD | +59.8% | +11.7% | +48.1% | +37.0% |
| 1Y | +33.5% | +17.5% | +16.0% | +7.9% |
| All | -79.2% | +75.5% | -154.7% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling