+208.7%
KEN vs SPY
+67.4%
+141.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | -10.4% | -2.7% | -7.7% | -8.1% |
| 30D | -7.4% | -5.4% | -2.0% | -2.7% |
| 3M | -12.2% | -4.1% | -8.1% | -8.7% |
| 6M | -37.6% | +0.7% | -38.3% | -37.4% |
| YTD | -9.4% | +8.7% | -18.1% | -14.7% |
| 1Y | +13.8% | +10.9% | +3.0% | +5.6% |
| 3Y | +313.0% | +75.0% | +238.0% | +158.6% |
| All | +208.7% | +67.4% | +141.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling