+16.5%
KGS vs SPY
+14.6%
+1.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.7% | -13.0% | -12.6% |
| 7D | -14.2% | -0.7% | -13.5% | -13.7% |
| 30D | -23.0% | -1.0% | -21.9% | -22.1% |
| 3M | -30.2% | -0.3% | -29.8% | -29.8% |
| 6M | -38.5% | +7.3% | -45.9% | -41.1% |
| YTD | +13.0% | +13.3% | -0.3% | +3.7% |
| 1Y | +16.5% | +14.8% | +1.7% | +6.0% |
| All | +16.5% | +14.6% | +1.9% | +6.0% |
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