-68.3%
KC vs SPY
+183.3%
-251.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.2% |
| 7D | -11.4% | +2.6% | -14.0% | -16.0% |
| 30D | -13.8% | -2.0% | -11.8% | -10.7% |
| 3M | -33.8% | -2.8% | -31.0% | -29.8% |
| 6M | -57.9% | +2.1% | -60.0% | -59.4% |
| YTD | -27.0% | +11.5% | -38.5% | -40.3% |
| 1Y | -32.3% | +13.5% | -45.7% | -46.8% |
| 3Y | +46.0% | +77.7% | -31.7% | -55.9% |
| 5Y | -67.2% | +72.6% | -139.8% | -88.5% |
| All | -68.3% | +183.3% | -251.7% | -93.5% |
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