+8,410.2%
KEN vs SPY
+307.0%
+8,103.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | +5.9% | +2.6% | +3.3% | +4.0% |
| 30D | -1.6% | -2.0% | +0.3% | 0.0% |
| 3M | -10.2% | -2.8% | -7.4% | -8.0% |
| 6M | -32.9% | +2.1% | -35.0% | -33.4% |
| YTD | -4.1% | +11.5% | -15.6% | -10.6% |
| 1Y | +11.1% | +13.5% | -2.3% | +2.4% |
| 3Y | +344.1% | +77.7% | +266.4% | +196.7% |
| 5Y | +237.1% | +72.6% | +164.4% | +128.5% |
| All | +8,410.2% | +307.0% | +8,103.2% | +3,489.5% |
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