-0.3%
KGRN vs SPY
+243.0%
-243.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -1.8% |
| 30D | -7.6% | -1.1% | -6.5% | -6.9% |
| 3M | -12.3% | +3.9% | -16.2% | -14.7% |
| 6M | -23.7% | +13.6% | -37.3% | -30.3% |
| YTD | -17.7% | +12.7% | -30.4% | -24.4% |
| 1Y | -24.6% | +17.5% | -42.1% | -32.6% |
| 3Y | -12.2% | +76.9% | -89.1% | -42.1% |
| 5Y | -49.5% | +83.6% | -133.1% | -67.6% |
| All | -0.3% | +243.0% | -243.3% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling