+11.5%
PK vs SPY
+296.4%
-284.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | +2.1% | +0.1% | +2.1% | +2.0% |
| 3M | +10.6% | +2.0% | +8.6% | +6.8% |
| 6M | +39.0% | +13.0% | +26.0% | +15.9% |
| YTD | +52.0% | +13.5% | +38.5% | +25.8% |
| 1Y | +37.4% | +20.0% | +17.4% | +4.8% |
| 3Y | +68.1% | +77.2% | -9.1% | -26.9% |
| 5Y | +21.0% | +81.9% | -60.9% | -48.3% |
| All | +11.5% | +296.4% | -284.9% | -81.3% |
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