-19.9%
KEP vs SPY
+2,770.7%
-2,790.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.3% |
| 7D | +7.3% | +0.5% | +6.7% | +6.8% |
| 30D | +0.2% | -0.9% | +1.1% | +1.0% |
| 3M | +3.6% | +3.9% | -0.2% | +0.4% |
| 6M | -23.4% | +14.5% | -37.9% | -31.7% |
| YTD | -24.2% | +12.9% | -37.1% | -31.5% |
| 1Y | -8.3% | +19.4% | -27.6% | -21.2% |
| 3Y | +88.5% | +78.5% | +10.1% | +10.6% |
| 5Y | +25.4% | +81.8% | -56.4% | -29.2% |
| 10Y | -52.6% | +311.5% | -364.1% | -88.1% |
| All | -19.9% | +2,770.7% | -2,790.6% | -94.4% |
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