+173.4%
KE vs SPY
+355.9%
-182.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +2.5% | +2.6% | -0.1% | -0.3% |
| 30D | -27.5% | -2.0% | -25.5% | -25.1% |
| 3M | -24.2% | -2.8% | -21.4% | -20.9% |
| 6M | -20.9% | +2.1% | -23.0% | -21.3% |
| YTD | -29.0% | +11.5% | -40.5% | -35.3% |
| 1Y | -30.3% | +13.5% | -43.8% | -37.4% |
| 3Y | -18.0% | +77.7% | -95.7% | -52.9% |
| 5Y | -25.2% | +72.6% | -97.8% | -55.9% |
| 10Y | +17.9% | +308.2% | -290.3% | -69.4% |
| All | +173.4% | +355.9% | -182.5% | -38.1% |
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