+394.8%
KCE vs SPY
+812.6%
-417.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +3.4% | +0.1% | +3.3% | +3.4% |
| 3M | +12.9% | +2.0% | +10.9% | +9.9% |
| 6M | +17.9% | +13.0% | +4.8% | +0.2% |
| YTD | +15.1% | +13.5% | +1.6% | -2.6% |
| 1Y | +12.4% | +20.0% | -7.6% | -11.5% |
| 3Y | +99.9% | +77.2% | +22.7% | -5.6% |
| 5Y | +88.5% | +81.9% | +6.6% | -13.9% |
| 10Y | +413.6% | +314.1% | +99.5% | -27.3% |
| All | +394.8% | +812.6% | -417.8% | -73.7% |
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