+20.3%
PK vs SPY
+81.0%
-60.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.4% |
| 30D | +5.3% | -1.4% | +6.7% | +7.2% |
| 3M | +9.9% | +3.7% | +6.2% | +4.1% |
| 6M | +48.7% | +13.0% | +35.7% | +25.3% |
| YTD | +52.2% | +12.4% | +39.8% | +29.1% |
| 1Y | +42.3% | +18.5% | +23.8% | +12.0% |
| 3Y | +67.0% | +77.6% | -10.6% | -24.9% |
| 5Y | +20.3% | +81.7% | -61.4% | -45.6% |
| All | +20.3% | +81.0% | -60.7% | -45.6% |
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 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