+837.1%
KGEI vs SPY
+82.3%
+754.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +6.7% | -0.8% | +7.4% | +7.1% |
| 30D | +21.0% | -1.1% | +22.1% | +21.6% |
| 3M | +22.6% | +3.9% | +18.8% | +19.7% |
| 6M | +32.3% | +13.6% | +18.7% | +21.6% |
| YTD | +66.9% | +12.7% | +54.2% | +54.1% |
| 1Y | +20.8% | +17.5% | +3.3% | +8.4% |
| 3Y | +51.5% | +76.9% | -25.4% | +3.6% |
| All | +837.1% | +82.3% | +754.9% | +526.1% |
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