+367.7%
KCE vs SPY
+794.1%
-426.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | -0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +4.0% | -3.3% | +7.3% | +8.5% |
| 3M | -1.3% | -2.4% | +1.1% | +1.8% |
| 6M | +5.6% | +2.6% | +3.1% | +1.9% |
| YTD | +8.8% | +11.2% | -2.4% | -5.5% |
| 1Y | +12.1% | +13.4% | -1.3% | -5.1% |
| 3Y | +99.3% | +79.9% | +19.4% | -7.9% |
| 5Y | +62.5% | +72.2% | -9.7% | -20.3% |
| 10Y | +378.4% | +307.3% | +71.1% | -31.0% |
| All | +367.7% | +794.1% | -426.4% | -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