+405.5%
KCE vs SPY
+312.5%
+93.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -0.5% | -0.4% | -0.2% | -0.1% |
| 30D | +1.4% | -1.4% | +2.8% | +3.0% |
| 3M | +9.5% | +3.7% | +5.7% | +5.2% |
| 6M | +19.2% | +13.0% | +6.2% | +4.2% |
| YTD | +11.7% | +12.4% | -0.7% | -1.6% |
| 1Y | +9.7% | +18.5% | -8.9% | -8.8% |
| 3Y | +96.0% | +77.6% | +18.3% | +5.9% |
| 5Y | +85.9% | +81.7% | +4.2% | -1.2% |
| 10Y | +405.5% | +319.7% | +85.8% | +5.8% |
| All | +405.5% | +312.5% | +93.0% | +5.8% |
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