+246.7%
KE vs SPY
+364.3%
-117.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | -5.0% | +2.0% | -7.0% | -6.6% |
| 6M | +1.9% | +13.0% | -11.1% | -10.0% |
| YTD | -10.0% | +13.5% | -23.6% | -20.4% |
| 1Y | -15.9% | +20.0% | -35.9% | -29.4% |
| 3Y | -19.5% | +77.2% | -96.7% | -54.2% |
| 5Y | +2.4% | +81.9% | -79.5% | -43.5% |
| 10Y | +105.2% | +314.1% | -208.9% | -48.1% |
| All | +246.7% | +364.3% | -117.6% | -23.9% |
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