+649.0%
KFY vs SPY
+904.0%
-255.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.7% |
| 30D | -2.4% | -0.9% | -1.5% | -1.3% |
| 3M | +13.8% | +3.9% | +9.9% | +8.0% |
| 6M | +31.1% | +14.5% | +16.6% | +10.1% |
| YTD | +26.3% | +12.9% | +13.4% | +7.9% |
| 1Y | +16.6% | +19.4% | -2.7% | -7.1% |
| 3Y | +82.0% | +78.5% | +3.5% | -12.1% |
| 5Y | +24.0% | +81.8% | -57.7% | -41.6% |
| 10Y | +296.3% | +311.5% | -15.3% | -28.4% |
| All | +649.0% | +904.0% | -255.0% | -47.6% |
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