-18.8%
KFRC vs SPY
+74.0%
-92.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -1.3% | +3.3% | -4.6% | -3.6% |
| 30D | +7.0% | -2.7% | +9.7% | +8.9% |
| 3M | -4.0% | -1.7% | -2.3% | -3.0% |
| 6M | +37.2% | +3.1% | +34.1% | +33.2% |
| YTD | +83.3% | +11.9% | +71.4% | +66.4% |
| 1Y | +85.1% | +12.0% | +73.1% | +67.9% |
| 3Y | -2.3% | +78.2% | -80.5% | -41.3% |
| 5Y | -18.8% | +73.2% | -92.0% | -49.7% |
| All | -18.8% | +74.0% | -92.8% | -49.7% |
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 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