-53.7%
KEP vs SPY
+322.5%
-376.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.1% |
| 7D | +2.3% | -0.8% | +3.0% | +2.8% |
| 30D | +2.8% | -1.1% | +3.8% | +3.5% |
| 3M | -0.2% | +3.9% | -4.0% | -2.5% |
| 6M | -25.3% | +13.6% | -38.9% | -31.0% |
| YTD | -26.0% | +12.7% | -38.7% | -31.3% |
| 1Y | -11.1% | +17.5% | -28.6% | -19.6% |
| 3Y | +82.9% | +76.9% | +6.0% | +24.7% |
| 5Y | +23.7% | +83.6% | -59.9% | -18.4% |
| All | -53.7% | +322.5% | -376.1% | -83.2% |
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