+1,305.6%
KAI vs SPY
+3,091.8%
-1,786.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -11.4% | +0.1% | -11.4% | -11.4% |
| 3M | -1.6% | +2.0% | -3.6% | -3.3% |
| 6M | -13.8% | +13.0% | -26.8% | -23.2% |
| YTD | +5.2% | +13.5% | -8.4% | -6.6% |
| 1Y | -8.6% | +20.0% | -28.5% | -23.0% |
| 3Y | +37.3% | +77.2% | -39.9% | -19.4% |
| 5Y | +42.3% | +81.9% | -39.6% | -18.3% |
| 10Y | +488.0% | +314.1% | +174.0% | +58.7% |
| All | +1,305.6% | +3,091.8% | -1,786.2% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling