-27.4%
KC vs SPY
+9.9%
-37.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +3.7% |
| 7D | +9.7% | -2.7% | +12.4% | +14.5% |
| 30D | -7.7% | -5.4% | -2.3% | +2.8% |
| 3M | -29.9% | -4.1% | -25.8% | -23.8% |
| 6M | -48.8% | +0.7% | -49.5% | -48.6% |
| YTD | -17.6% | +8.7% | -26.3% | -25.6% |
| 1Y | -27.4% | +10.9% | -38.2% | -35.3% |
| All | -27.4% | +9.9% | -37.2% | -35.3% |
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