-97.2%
KG vs SPY
+322.5%
-419.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +3.4% |
| 7D | -13.3% | -0.8% | -12.6% | -12.7% |
| 30D | -22.5% | -1.1% | -21.5% | -21.9% |
| 3M | -40.3% | +3.9% | -44.1% | -42.3% |
| 6M | -42.5% | +13.6% | -56.1% | -48.5% |
| YTD | -35.8% | +12.7% | -48.5% | -41.9% |
| 1Y | -75.0% | +17.5% | -92.5% | -78.1% |
| 3Y | -82.6% | +76.9% | -159.5% | -89.1% |
| 5Y | -89.5% | +83.6% | -173.1% | -93.6% |
| All | -97.2% | +322.5% | -419.7% | -99.2% |
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