+296.7%
KFY vs SPY
+322.5%
-25.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.7% |
| 7D | -9.1% | -0.8% | -8.3% | -8.3% |
| 30D | -6.9% | -1.1% | -5.8% | -5.7% |
| 3M | +6.8% | +3.9% | +2.9% | +1.6% |
| 6M | +26.3% | +13.6% | +12.7% | +7.8% |
| YTD | +19.5% | +12.7% | +6.8% | +2.9% |
| 1Y | +6.5% | +17.5% | -11.0% | -12.9% |
| 3Y | +74.5% | +76.9% | -2.5% | -13.9% |
| 5Y | +17.0% | +83.6% | -66.6% | -44.9% |
| All | +296.7% | +322.5% | -25.8% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling