-64.6%
KC vs SPY
+182.7%
-247.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -5.7% |
| 7D | +6.3% | +0.1% | +6.2% | +5.3% |
| 30D | -8.9% | -3.3% | -5.5% | -2.9% |
| 3M | -31.5% | -2.4% | -29.1% | -28.1% |
| 6M | -46.9% | +2.6% | -49.4% | -49.2% |
| YTD | -18.4% | +11.2% | -29.6% | -33.0% |
| 1Y | -27.4% | +13.4% | -40.8% | -42.9% |
| 3Y | +68.5% | +79.9% | -11.4% | -50.6% |
| 5Y | -60.6% | +72.2% | -132.8% | -86.1% |
| All | -64.6% | +182.7% | -247.3% | -92.7% |
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