-99.5%
KZIA vs SPY
+882.0%
-981.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -4.9% | +0.5% | -5.5% | -5.3% |
| 30D | -13.5% | -0.9% | -12.6% | -12.9% |
| 3M | +5.4% | +3.9% | +1.5% | +2.8% |
| 6M | +45.6% | +14.5% | +31.1% | +33.4% |
| YTD | +74.3% | +12.9% | +61.4% | +61.5% |
| 1Y | +48.3% | +19.4% | +28.9% | +33.2% |
| 3Y | -77.1% | +78.5% | -155.6% | -83.9% |
| 5Y | -97.6% | +81.8% | -179.4% | -98.4% |
| 10Y | -97.1% | +311.5% | -408.6% | -98.8% |
| All | -99.5% | +882.0% | -981.6% | -99.9% |
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