+2,086.5%
KFRC vs SPY
+2,206.0%
-119.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +3.1% | +2.6% | +0.5% | +0.4% |
| 30D | +8.9% | -2.0% | +10.8% | +10.8% |
| 3M | -6.9% | -2.8% | -4.1% | -4.6% |
| 6M | +44.0% | +2.1% | +41.8% | +39.3% |
| YTD | +86.2% | +11.5% | +74.7% | +63.3% |
| 1Y | +92.8% | +13.5% | +79.4% | +65.8% |
| 3Y | -0.6% | +77.7% | -78.3% | -47.7% |
| 5Y | -17.5% | +72.6% | -90.1% | -55.6% |
| 10Y | +269.0% | +308.2% | -39.2% | -23.4% |
| All | +2,086.5% | +2,206.0% | -119.5% | -6.4% |
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