+354.3%
KCE vs SPY
+773.5%
-419.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.5% |
| 7D | +1.3% | -2.7% | +4.0% | +4.9% |
| 30D | +2.0% | -5.4% | +7.4% | +9.5% |
| 3M | -4.1% | -4.1% | 0.0% | +1.2% |
| 6M | +3.3% | +0.7% | +2.6% | +2.0% |
| YTD | +5.7% | +8.7% | -3.0% | -5.4% |
| 1Y | +9.8% | +10.9% | -1.1% | -4.3% |
| 3Y | +92.2% | +75.0% | +17.2% | -7.9% |
| 5Y | +57.5% | +67.8% | -10.3% | -20.1% |
| 10Y | +394.1% | +312.9% | +81.3% | -30.3% |
| All | +354.3% | +773.5% | -419.1% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling