-96.7%
KG vs SPY
+654.5%
-751.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.7% |
| 7D | -22.6% | +2.6% | -25.2% | -24.8% |
| 30D | -26.3% | -2.0% | -24.3% | -25.0% |
| 3M | -56.5% | -2.8% | -53.8% | -55.4% |
| 6M | -70.3% | +2.1% | -72.4% | -71.2% |
| YTD | -67.2% | +11.5% | -78.7% | -70.8% |
| 1Y | -79.5% | +13.5% | -93.0% | -82.1% |
| 3Y | -88.9% | +77.7% | -166.6% | -93.9% |
| 5Y | -94.7% | +72.6% | -167.3% | -97.1% |
| 10Y | -98.8% | +308.2% | -406.9% | -99.8% |
| All | -96.7% | +654.5% | -751.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling