+37.8%
KAI vs SPY
+77.4%
-39.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -11.4% | +0.1% | -11.4% | -11.4% |
| 3M | -1.6% | +2.0% | -3.6% | -4.0% |
| 6M | -13.8% | +13.0% | -26.8% | -26.5% |
| YTD | +5.2% | +13.5% | -8.4% | -10.8% |
| 1Y | -8.6% | +20.0% | -28.5% | -27.8% |
| All | +37.8% | +77.4% | -39.6% | -31.3% |
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 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