-80.9%
KG vs SPY
+78.7%
-159.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.4% |
| 7D | -8.3% | +0.5% | -8.8% | -8.7% |
| 30D | -20.9% | -0.9% | -19.9% | -20.3% |
| 3M | -39.6% | +3.9% | -43.5% | -41.8% |
| 6M | -54.2% | +14.5% | -68.7% | -59.7% |
| YTD | -31.8% | +12.9% | -44.8% | -39.0% |
| 1Y | -72.8% | +19.4% | -92.2% | -76.7% |
| 3Y | -80.9% | +78.5% | -159.4% | -90.3% |
| All | -80.9% | +78.7% | -159.6% | -90.3% |
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 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