-56.3%
KC vs SPY
+187.0%
-243.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -3.6% |
| 7D | +1.8% | +0.5% | +1.2% | +0.7% |
| 30D | -15.5% | -0.9% | -14.5% | -13.6% |
| 3M | -8.4% | +3.9% | -12.2% | -14.6% |
| 6M | -13.1% | +14.5% | -27.6% | -32.9% |
| YTD | +0.8% | +12.9% | -12.1% | -19.6% |
| 1Y | -26.2% | +19.4% | -45.6% | -47.2% |
| 3Y | +103.1% | +78.5% | +24.7% | -38.5% |
| 5Y | -69.3% | +81.8% | -151.1% | -89.9% |
| All | -56.3% | +187.0% | -243.3% | -91.3% |
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