-67.0%
KC vs SPY
+184.4%
-251.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.4% | -7.0% |
| 7D | -3.8% | +3.3% | -7.1% | -10.0% |
| 30D | -15.7% | -2.7% | -13.0% | -11.3% |
| 3M | -33.1% | -1.7% | -31.4% | -30.6% |
| 6M | -48.7% | +3.1% | -51.7% | -51.4% |
| YTD | -24.0% | +11.9% | -35.9% | -38.3% |
| 1Y | -31.9% | +12.0% | -43.9% | -45.1% |
| 3Y | +56.3% | +78.2% | -21.9% | -53.1% |
| 5Y | -65.9% | +73.2% | -139.1% | -88.1% |
| All | -67.0% | +184.4% | -251.4% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling