+88.3%
KF vs SPY
+67.4%
+20.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -10.5% | -2.7% | -7.8% | -7.8% |
| 30D | -25.5% | -5.4% | -20.1% | -21.1% |
| 3M | -16.3% | -4.1% | -12.2% | -12.3% |
| 6M | -27.6% | +0.7% | -28.3% | -26.4% |
| YTD | +35.4% | +8.7% | +26.7% | +30.3% |
| 1Y | +43.9% | +10.9% | +33.1% | +36.6% |
| 3Y | +145.6% | +75.0% | +70.6% | +67.4% |
| All | +88.3% | +67.4% | +20.9% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling