-12.2%
KGRN vs SPY
+77.0%
-89.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.0% |
| 3M | -12.3% | +3.9% | -16.2% | -14.4% |
| 6M | -23.7% | +13.6% | -37.3% | -29.5% |
| YTD | -17.7% | +12.7% | -30.4% | -23.6% |
| 1Y | -24.6% | +17.5% | -42.1% | -31.6% |
| 3Y | -12.2% | +76.9% | -89.1% | -41.1% |
| All | -12.2% | +77.0% | -89.2% | -41.1% |
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 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