+1,063.1%
KF vs SPY
+3,056.6%
-1,993.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +5.4% |
| 7D | -2.1% | -0.9% | -1.2% | -0.8% |
| 30D | -12.8% | -2.4% | -10.4% | -10.3% |
| 3M | -11.0% | -1.2% | -9.8% | -9.3% |
| 6M | -25.4% | +3.3% | -28.7% | -26.2% |
| YTD | +47.1% | +12.3% | +34.8% | +36.0% |
| 1Y | +55.3% | +12.4% | +42.9% | +43.4% |
| 3Y | +177.5% | +78.8% | +98.7% | +65.1% |
| 5Y | +106.5% | +75.2% | +31.3% | +23.1% |
| 10Y | +247.9% | +311.1% | -63.2% | -10.9% |
| All | +1,063.1% | +3,056.6% | -1,993.5% | -18.6% |
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 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