+75.7%
KFY vs SPY
+75.5%
+0.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.2% |
| 7D | -8.7% | -2.0% | -6.7% | -7.3% |
| 30D | -5.6% | -1.7% | -3.9% | -4.3% |
| 3M | +7.5% | +4.7% | +2.7% | +3.2% |
| 6M | +26.9% | +12.5% | +14.4% | +14.4% |
| YTD | +20.3% | +11.7% | +8.6% | +9.2% |
| 1Y | +10.8% | +17.5% | -6.7% | -4.1% |
| All | +75.7% | +75.5% | +0.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling