-89.9%
KG vs SPY
+79.8%
-169.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.6% | -13.8% | -13.9% |
| 7D | -16.8% | -2.0% | -14.8% | -15.2% |
| 30D | -28.2% | -1.7% | -26.6% | -27.2% |
| 3M | -43.4% | +4.7% | -48.1% | -45.8% |
| 6M | -49.9% | +12.5% | -62.4% | -55.0% |
| YTD | -38.4% | +11.7% | -50.1% | -44.1% |
| 1Y | -75.5% | +17.5% | -93.0% | -78.7% |
| 3Y | -82.8% | +76.6% | -159.3% | -89.4% |
| 5Y | -89.9% | +82.0% | -171.9% | -93.9% |
| All | -89.9% | +79.8% | -169.7% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling