+8,522.2%
KEN vs SPY
+304.1%
+8,218.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -4.6% | -0.6% | -4.0% | -4.0% |
| 30D | +3.0% | -3.7% | +6.7% | +6.1% |
| 3M | -4.0% | -2.7% | -1.3% | -1.7% |
| 6M | -30.7% | +2.2% | -32.9% | -31.3% |
| YTD | -2.8% | +10.8% | -13.7% | -9.1% |
| 1Y | +16.1% | +11.2% | +4.8% | +8.4% |
| 3Y | +334.9% | +76.5% | +258.4% | +192.0% |
| 5Y | +241.6% | +72.9% | +168.6% | +131.5% |
| 10Y | +8,522.2% | +304.8% | +8,217.3% | +3,523.9% |
| All | +8,522.2% | +304.1% | +8,218.1% | +3,523.9% |
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 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