+276.9%
KEN vs SPY
+81.8%
+195.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | +7.3% | +0.5% | +6.8% | +6.8% |
| 30D | +3.7% | -0.9% | +4.6% | +4.6% |
| 3M | -10.4% | +3.9% | -14.3% | -13.1% |
| 6M | -14.9% | +14.5% | -29.4% | -23.6% |
| YTD | +8.1% | +12.9% | -4.8% | -1.9% |
| 1Y | +57.7% | +19.4% | +38.3% | +36.9% |
| 3Y | +331.4% | +78.5% | +253.0% | +163.4% |
| 5Y | +276.9% | +81.8% | +195.1% | +130.6% |
| All | +276.9% | +81.8% | +195.1% | +130.6% |
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