+336.6%
KEN vs SPY
+80.4%
+256.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +7.6% | +0.1% | +7.5% | +7.6% |
| 3M | -13.0% | +2.0% | -15.0% | -14.2% |
| 6M | -15.4% | +13.0% | -28.4% | -22.4% |
| YTD | +9.1% | +13.5% | -4.5% | -0.3% |
| 1Y | +63.6% | +20.0% | +43.7% | +44.1% |
| All | +336.6% | +80.4% | +256.2% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling