+31.8%
KAI vs SPY
+67.0%
-35.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | +2.1% |
| 7D | +10.4% | -4.7% | +15.1% | +16.7% |
| 30D | +13.7% | -5.9% | +19.6% | +21.9% |
| 3M | -11.1% | -4.5% | -6.5% | -6.4% |
| 6M | +3.9% | +1.8% | +2.1% | +1.8% |
| YTD | +5.6% | +8.3% | -2.8% | -3.6% |
| 1Y | +10.4% | +9.3% | +1.0% | -0.3% |
| 3Y | +24.2% | +74.9% | -50.7% | -30.8% |
| 5Y | +31.8% | +67.3% | -35.5% | -24.8% |
| All | +31.8% | +67.0% | -35.2% | -24.8% |
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 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