+225.5%
KGS vs SPY
+81.4%
+144.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +2.5% |
| 7D | +6.3% | -0.9% | +7.2% | +7.5% |
| 30D | -16.4% | -2.4% | -14.1% | -14.3% |
| 3M | -27.7% | -1.2% | -26.5% | -26.7% |
| 6M | -41.1% | +3.3% | -44.4% | -42.9% |
| YTD | +20.1% | +12.3% | +7.8% | +7.1% |
| 1Y | +31.6% | +12.4% | +19.2% | +17.2% |
| 3Y | +182.8% | +78.8% | +104.0% | +95.6% |
| All | +225.5% | +81.4% | +144.1% | +127.6% |
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