+231.7%
KGS vs SPY
+80.1%
+151.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +7.2% | +2.6% | +4.7% | +4.7% |
| 30D | -10.7% | -2.0% | -8.8% | -8.8% |
| 3M | -27.8% | -2.8% | -25.0% | -25.7% |
| 6M | -40.2% | +2.1% | -42.3% | -41.3% |
| YTD | +22.4% | +11.5% | +10.9% | +9.9% |
| 1Y | +37.2% | +13.5% | +23.7% | +20.9% |
| 3Y | +186.9% | +77.7% | +109.2% | +99.8% |
| All | +231.7% | +80.1% | +151.6% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling