+103.8%
KE vs SPY
+318.9%
-215.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +3.9% |
| 30D | -1.5% | -1.7% | +0.2% | +0.4% |
| 3M | +0.2% | +4.7% | -4.5% | -4.4% |
| 6M | +8.3% | +12.5% | -4.2% | -4.2% |
| YTD | -10.6% | +11.7% | -22.4% | -19.8% |
| 1Y | -18.1% | +17.5% | -35.5% | -29.9% |
| 3Y | -14.0% | +76.6% | -90.5% | -51.3% |
| 5Y | -1.0% | +82.0% | -83.0% | -46.1% |
| All | +103.8% | +318.9% | -215.1% | -55.3% |
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