+9,496.4%
KEN vs SPY
+312.5%
+9,183.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.3% |
| 7D | +5.4% | -0.4% | +5.8% | +5.7% |
| 30D | +7.8% | -1.4% | +9.2% | +8.9% |
| 3M | -6.5% | +3.7% | -10.2% | -8.7% |
| 6M | -12.9% | +13.0% | -25.9% | -19.9% |
| YTD | +9.2% | +12.4% | -3.2% | +0.8% |
| 1Y | +57.5% | +18.5% | +39.0% | +40.3% |
| 3Y | +335.6% | +77.6% | +258.0% | +190.7% |
| 5Y | +272.3% | +81.7% | +190.6% | +144.1% |
| 10Y | +9,496.4% | +319.7% | +9,176.7% | +4,146.9% |
| All | +9,496.4% | +312.5% | +9,183.8% | +4,146.9% |
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