+5,232.4%
KEN vs SPY
+362.4%
+4,869.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.1% |
| 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% | -14.0% |
| 6M | -15.4% | +13.0% | -28.4% | -22.1% |
| YTD | +9.1% | +13.5% | -4.5% | +0.1% |
| 1Y | +63.6% | +20.0% | +43.7% | +44.6% |
| 3Y | +319.2% | +77.2% | +242.0% | +180.8% |
| 5Y | +296.9% | +81.9% | +215.0% | +160.5% |
| 10Y | +8,988.7% | +314.1% | +8,674.6% | +3,471.3% |
| All | +5,232.4% | +362.4% | +4,869.9% | +1,804.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling