+32.7%
KGS vs SPY
+11.8%
+21.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +14.1% | +3.3% | +10.8% | +10.9% |
| 30D | -14.6% | -2.7% | -11.9% | -12.6% |
| 3M | -27.9% | -1.7% | -26.2% | -26.7% |
| 6M | -40.1% | +3.1% | -43.1% | -40.9% |
| YTD | +21.6% | +11.9% | +9.7% | +12.3% |
| 1Y | +32.7% | +12.0% | +20.7% | +22.5% |
| All | +32.7% | +11.8% | +21.0% | +22.5% |
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