+15.0%
KAI vs SPY
+13.0%
+2.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -1.0% |
| 30D | +15.8% | -2.4% | +18.2% | +19.3% |
| 3M | -10.6% | -1.2% | -9.4% | -9.5% |
| 6M | -9.2% | +3.3% | -12.5% | -13.9% |
| YTD | +6.5% | +12.3% | -5.8% | -11.0% |
| 1Y | +15.0% | +12.4% | +2.6% | -3.6% |
| All | +15.0% | +13.0% | +2.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling