-81.2%
KG vs SPY
+14.6%
-95.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | 0.0% |
| 7D | +1.9% | -0.7% | +2.6% | +2.7% |
| 30D | -12.6% | -1.0% | -11.6% | -11.7% |
| 3M | -52.4% | -0.3% | -52.0% | -52.4% |
| 6M | -56.0% | +7.3% | -63.3% | -60.2% |
| YTD | -58.1% | +13.3% | -71.4% | -64.0% |
| 1Y | -81.2% | +14.8% | -95.9% | -84.3% |
| All | -81.2% | +14.6% | -95.8% | -84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling