+313.1%
KF vs SPY
+312.5%
+0.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | +5.7% | -0.4% | +6.0% | +6.0% |
| 30D | +16.9% | -1.4% | +18.3% | +18.4% |
| 3M | 0.0% | +3.7% | -3.7% | -2.3% |
| 6M | +37.9% | +13.0% | +24.9% | +27.1% |
| YTD | +88.0% | +12.4% | +75.6% | +74.2% |
| 1Y | +150.5% | +18.5% | +132.0% | +123.0% |
| 3Y | +234.1% | +77.6% | +156.4% | +115.8% |
| 5Y | +151.0% | +81.7% | +69.3% | +57.7% |
| 10Y | +313.1% | +319.7% | -6.6% | +34.8% |
| All | +313.1% | +312.5% | +0.6% | +34.8% |
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