+158.5%
KEMX vs SPY
+192.6%
-34.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +2.9% | -0.4% | +3.3% | +3.2% |
| 30D | +7.6% | -1.4% | +8.9% | +8.8% |
| 3M | +7.1% | +3.7% | +3.4% | +4.3% |
| 6M | +26.6% | +13.0% | +13.6% | +15.8% |
| YTD | +42.3% | +12.4% | +29.9% | +30.8% |
| 1Y | +63.0% | +18.5% | +44.5% | +44.0% |
| 3Y | +119.0% | +77.6% | +41.4% | +40.8% |
| 5Y | +93.3% | +81.7% | +11.6% | +21.1% |
| All | +158.5% | +192.6% | -34.1% | +11.7% |
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