+2,018.2%
KFRC vs SPY
+2,248.5%
-230.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -6.1% | +0.1% | -6.3% | -6.2% |
| 30D | -7.0% | +0.1% | -7.0% | -7.0% |
| 3M | +14.4% | +2.0% | +12.4% | +11.3% |
| 6M | +105.7% | +13.0% | +92.7% | +78.8% |
| YTD | +80.4% | +13.5% | +66.8% | +55.9% |
| 1Y | +79.6% | +20.0% | +59.6% | +46.0% |
| 3Y | -4.8% | +77.2% | -82.0% | -49.6% |
| 5Y | +6.9% | +81.9% | -75.0% | -45.4% |
| 10Y | +256.7% | +314.1% | -57.3% | -26.5% |
| All | +2,018.2% | +2,248.5% | -230.3% | -10.7% |
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