+51.5%
KGEI vs SPY
+77.0%
-25.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +6.7% | -0.8% | +7.4% | +7.0% |
| 30D | +21.0% | -1.1% | +22.1% | +21.5% |
| 3M | +22.6% | +3.9% | +18.8% | +20.2% |
| 6M | +32.3% | +13.6% | +18.7% | +23.0% |
| YTD | +66.9% | +12.7% | +54.2% | +55.8% |
| 1Y | +20.8% | +17.5% | +3.3% | +9.3% |
| 3Y | +51.5% | +76.9% | -25.4% | +2.8% |
| All | +51.5% | +77.0% | -25.5% | +2.8% |
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