+376.0%
KGS vs SPY
+82.4%
+293.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | +7.7% | +0.5% | +7.2% | +7.1% |
| 30D | +7.9% | -0.9% | +8.8% | +8.9% |
| 3M | -4.4% | +3.9% | -8.3% | -8.0% |
| 6M | +17.6% | +14.5% | +3.1% | +2.8% |
| YTD | +75.7% | +12.9% | +62.7% | +55.4% |
| 1Y | +97.4% | +19.4% | +78.0% | +64.5% |
| 3Y | +320.3% | +78.5% | +241.9% | +188.8% |
| All | +376.0% | +82.4% | +293.6% | +230.3% |
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