+209.2%
KGS vs SPY
+75.5%
+133.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +6.7% |
| 7D | -11.1% | -2.7% | -8.4% | -8.7% |
| 30D | -23.7% | -5.4% | -18.3% | -19.4% |
| 3M | -26.2% | -4.1% | -22.1% | -23.0% |
| 6M | -40.8% | +0.7% | -41.5% | -41.2% |
| YTD | +14.1% | +8.7% | +5.5% | +5.0% |
| 1Y | +25.6% | +10.9% | +14.7% | +13.2% |
| 3Y | +176.8% | +75.0% | +101.8% | +97.0% |
| All | +209.2% | +75.5% | +133.7% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling