-98.8%
KG vs SPY
+308.5%
-407.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -7.0% | -7.0% |
| 7D | -14.5% | +3.3% | -17.8% | -16.9% |
| 30D | -24.5% | -2.7% | -21.8% | -22.9% |
| 3M | -58.3% | -1.7% | -56.5% | -57.8% |
| 6M | -68.4% | +3.1% | -71.5% | -69.4% |
| YTD | -65.4% | +11.9% | -77.3% | -68.6% |
| 1Y | -78.9% | +12.0% | -90.9% | -80.9% |
| 3Y | -88.5% | +78.2% | -166.7% | -92.9% |
| 5Y | -94.5% | +73.2% | -167.7% | -96.5% |
| All | -98.8% | +308.5% | -407.3% | -99.7% |
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