+479.9%
KAI vs SPY
+312.9%
+167.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.6% |
| 7D | +10.4% | -2.7% | +13.1% | +13.8% |
| 30D | +13.7% | -5.4% | +19.1% | +20.8% |
| 3M | -12.4% | -4.1% | -8.3% | -8.4% |
| 6M | -10.4% | +0.7% | -11.1% | -11.2% |
| YTD | +3.2% | +8.7% | -5.5% | -5.7% |
| 1Y | +9.7% | +10.9% | -1.2% | -2.0% |
| 3Y | +20.7% | +75.0% | -54.3% | -33.0% |
| 5Y | +28.8% | +67.8% | -39.0% | -25.2% |
| All | +479.9% | +312.9% | +167.1% | +36.2% |
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