+23.5%
KAI vs SPY
+74.5%
-51.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | +2.9% |
| 7D | +10.4% | -4.7% | +15.1% | +17.6% |
| 30D | +13.7% | -5.9% | +19.6% | +23.1% |
| 3M | -11.1% | -4.5% | -6.5% | -5.7% |
| 6M | +3.9% | +1.8% | +2.1% | +1.1% |
| YTD | +5.6% | +8.3% | -2.8% | -5.4% |
| 1Y | +10.4% | +9.3% | +1.0% | -2.4% |
| All | +23.5% | +74.5% | -51.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling