-32.6%
KC vs SPY
+14.6%
-47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.8% | +2.9% |
| 7D | -6.1% | -0.7% | -5.4% | -4.5% |
| 30D | -12.6% | -1.0% | -11.6% | -10.2% |
| 3M | -38.1% | -0.3% | -37.7% | -37.0% |
| 6M | -46.7% | +7.3% | -54.1% | -52.2% |
| YTD | -21.7% | +13.3% | -35.0% | -34.5% |
| 1Y | -32.6% | +14.8% | -47.3% | -44.3% |
| All | -32.6% | +14.6% | -47.2% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling