+33.5%
KAI vs SPY
+71.5%
-37.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +0.9% |
| 7D | +6.9% | +0.1% | +6.8% | +6.9% |
| 30D | +16.6% | -3.3% | +19.9% | +21.2% |
| 3M | -10.1% | -2.4% | -7.6% | -7.7% |
| 6M | -10.3% | +2.6% | -12.8% | -13.0% |
| YTD | +6.9% | +11.2% | -4.3% | -5.3% |
| 1Y | +13.3% | +13.4% | -0.1% | -1.8% |
| 3Y | +25.2% | +79.9% | -54.7% | -32.4% |
| 5Y | +33.5% | +72.2% | -38.6% | -26.1% |
| All | +33.5% | +71.5% | -37.9% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling