+378.4%
KCE vs SPY
+315.0%
+63.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +4.0% | -3.3% | +7.3% | +7.8% |
| 3M | -1.3% | -2.4% | +1.1% | +1.4% |
| 6M | +5.6% | +2.6% | +3.1% | +2.6% |
| YTD | +8.8% | +11.2% | -2.4% | -3.1% |
| 1Y | +12.1% | +13.4% | -1.3% | -2.2% |
| 3Y | +99.3% | +79.9% | +19.4% | +6.2% |
| 5Y | +62.5% | +72.2% | -9.7% | -8.6% |
| 10Y | +378.4% | +307.3% | +71.1% | +7.4% |
| All | +378.4% | +315.0% | +63.4% | +7.4% |
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