+138.9%
KF vs SPY
+82.0%
+56.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +11.1% | +0.1% | +11.0% | +11.1% |
| 3M | -9.8% | +2.0% | -11.8% | -10.6% |
| 6M | +33.5% | +13.0% | +20.5% | +22.7% |
| YTD | +85.0% | +13.5% | +71.4% | +69.7% |
| 1Y | +153.9% | +20.0% | +133.9% | +124.1% |
| 3Y | +221.7% | +77.2% | +144.5% | +113.7% |
| All | +138.9% | +82.0% | +56.8% | +52.9% |
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