+25.6%
KHPI vs SPY
+40.5%
-15.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.3% | +2.6% | -1.3% | 0.0% |
| 30D | +0.6% | -2.0% | +2.6% | +1.6% |
| 3M | -0.2% | -2.8% | +2.5% | +1.1% |
| 6M | +3.4% | +2.1% | +1.3% | +2.2% |
| YTD | +8.3% | +11.5% | -3.1% | +2.4% |
| 1Y | +9.6% | +13.5% | -3.8% | +2.6% |
| All | +25.6% | +40.5% | -15.0% | +4.8% |
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