+156.0%
KEMX vs SPY
+193.3%
-37.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.6% |
| 7D | -0.4% | -0.8% | +0.3% | +0.2% |
| 30D | +4.2% | -1.1% | +5.2% | +5.1% |
| 3M | +2.8% | +3.9% | -1.0% | 0.0% |
| 6M | +25.4% | +13.6% | +11.8% | +14.3% |
| YTD | +40.9% | +12.7% | +28.2% | +29.3% |
| 1Y | +58.0% | +17.5% | +40.5% | +40.4% |
| 3Y | +114.0% | +76.9% | +37.1% | +38.0% |
| 5Y | +91.5% | +83.6% | +7.9% | +19.0% |
| All | +156.0% | +193.3% | -37.3% | +10.4% |
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