-18.7%
KGRN vs SPY
+20.8%
-39.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -6.1% | +0.1% | -6.2% | -6.2% |
| 3M | -15.8% | +2.0% | -17.8% | -17.3% |
| 6M | -15.4% | +13.0% | -28.4% | -24.4% |
| YTD | -15.8% | +13.5% | -29.3% | -25.4% |
| 1Y | -18.7% | +20.0% | -38.6% | -28.5% |
| All | -18.7% | +20.8% | -39.5% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling