+11.9%
PK vs SPY
+290.0%
-278.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.1% |
| 7D | +1.6% | -2.0% | +3.6% | +4.5% |
| 30D | +6.8% | -1.7% | +8.5% | +9.3% |
| 3M | +12.0% | +4.7% | +7.2% | +4.2% |
| 6M | +49.1% | +12.5% | +36.6% | +25.0% |
| YTD | +52.6% | +11.7% | +40.9% | +29.2% |
| 1Y | +41.2% | +17.5% | +23.7% | +10.9% |
| 3Y | +67.4% | +76.6% | -9.1% | -26.9% |
| 5Y | +23.5% | +82.0% | -58.5% | -47.4% |
| All | +11.9% | +290.0% | -278.2% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling