-67.6%
KC vs SPY
+72.1%
-139.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.1% |
| 7D | -11.4% | +2.6% | -14.0% | -16.5% |
| 30D | -13.8% | -2.0% | -11.8% | -10.4% |
| 3M | -33.8% | -2.8% | -31.0% | -29.5% |
| 6M | -57.9% | +2.1% | -60.0% | -59.7% |
| YTD | -27.0% | +11.5% | -38.5% | -41.9% |
| 1Y | -32.3% | +13.5% | -45.7% | -48.5% |
| 3Y | +46.0% | +77.7% | -31.7% | -64.9% |
| All | -67.6% | +72.1% | -139.7% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling