+70.1%
KC vs SPY
+75.1%
-5.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +3.8% |
| 7D | +9.7% | -2.7% | +12.4% | +14.2% |
| 30D | -7.7% | -5.4% | -2.3% | +1.2% |
| 3M | -29.9% | -4.1% | -25.8% | -24.6% |
| 6M | -48.8% | +0.7% | -49.5% | -48.7% |
| YTD | -17.6% | +8.7% | -26.3% | -26.1% |
| 1Y | -27.4% | +10.9% | -38.2% | -37.0% |
| 3Y | +70.1% | +75.0% | -4.9% | -48.0% |
| All | +70.1% | +75.1% | -5.0% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling