+243.2%
KF vs SPY
+307.0%
-63.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +5.9% | +2.6% | +3.3% | +3.7% |
| 30D | -9.8% | -2.0% | -7.8% | -7.7% |
| 3M | -18.4% | -2.8% | -15.6% | -15.8% |
| 6M | -24.9% | +2.1% | -27.1% | -24.9% |
| YTD | +43.4% | +11.5% | +32.0% | +34.9% |
| 1Y | +52.1% | +13.5% | +38.6% | +41.1% |
| 3Y | +170.9% | +77.7% | +93.2% | +76.3% |
| 5Y | +101.2% | +72.6% | +28.5% | +32.9% |
| All | +243.2% | +307.0% | -63.9% | +20.6% |
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 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