+971.0%
KF vs SPY
+2,954.7%
-1,983.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | -10.5% | -2.7% | -7.8% | -7.9% |
| 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% | -26.6% |
| YTD | +35.4% | +8.7% | +26.7% | +29.0% |
| 1Y | +43.9% | +10.9% | +33.1% | +34.7% |
| 3Y | +145.6% | +75.0% | +70.6% | +49.0% |
| 5Y | +88.2% | +67.8% | +20.4% | +16.7% |
| 10Y | +217.8% | +312.9% | -95.1% | -19.2% |
| All | +971.0% | +2,954.7% | -1,983.7% | -22.7% |
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