+0.4%
KGRN vs SPY
+242.1%
-241.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.2% | -0.4% | +0.1% | 0.0% |
| 30D | -7.7% | -1.4% | -6.4% | -6.9% |
| 3M | -13.2% | +3.7% | -16.9% | -15.4% |
| 6M | -19.7% | +13.0% | -32.7% | -26.4% |
| YTD | -17.1% | +12.4% | -29.5% | -23.7% |
| 1Y | -22.5% | +18.5% | -41.1% | -31.2% |
| 3Y | -10.5% | +77.6% | -88.1% | -41.1% |
| 5Y | -49.8% | +81.7% | -131.5% | -67.6% |
| All | +0.4% | +242.1% | -241.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling