+437.6%
KAI vs SPY
+308.5%
+129.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -1.4% | +3.3% | -4.6% | -4.8% |
| 30D | +13.1% | -2.7% | +15.8% | +16.5% |
| 3M | -11.5% | -1.7% | -9.7% | -9.9% |
| 6M | -9.4% | +3.1% | -12.5% | -12.5% |
| YTD | +4.1% | +11.9% | -7.8% | -7.9% |
| 1Y | +11.9% | +12.0% | -0.1% | -1.1% |
| 3Y | +20.7% | +78.2% | -57.5% | -34.3% |
| 5Y | +32.4% | +73.2% | -40.8% | -25.7% |
| All | +437.6% | +308.5% | +129.1% | +36.8% |
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