-97.9%
KZIA vs SPY
+79.8%
-177.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.6% |
| 7D | -9.5% | -2.0% | -7.5% | -7.3% |
| 30D | -20.7% | -1.7% | -19.0% | -19.0% |
| 3M | -4.3% | +4.7% | -9.0% | -8.8% |
| 6M | +29.2% | +12.5% | +16.7% | +14.5% |
| YTD | +59.8% | +11.7% | +48.1% | +42.8% |
| 1Y | +33.5% | +17.5% | +16.0% | +14.3% |
| 3Y | -79.0% | +76.6% | -155.6% | -87.0% |
| 5Y | -97.9% | +82.0% | -180.0% | -98.7% |
| All | -97.9% | +79.8% | -177.7% | -98.7% |
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