-92.5%
KG vs SPY
+668.5%
-760.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -13.9% | +0.1% | -13.9% | -14.1% |
| 3M | -32.6% | +2.0% | -34.6% | -34.4% |
| 6M | -52.4% | +13.0% | -65.5% | -58.4% |
| YTD | -26.0% | +13.5% | -39.5% | -35.3% |
| 1Y | -70.8% | +20.0% | -90.8% | -75.9% |
| 3Y | -78.5% | +77.2% | -155.7% | -88.2% |
| 5Y | -88.1% | +81.9% | -170.0% | -93.7% |
| 10Y | -96.8% | +314.1% | -410.9% | -99.4% |
| All | -92.5% | +668.5% | -760.9% | -99.3% |
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 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