+26.0%
KHPI vs SPY
+41.5%
-15.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | 0.0% |
| 7D | -0.2% | -0.9% | +0.8% | +0.3% |
| 30D | +0.3% | -2.4% | +2.6% | +1.4% |
| 3M | +0.7% | -1.2% | +1.8% | +1.2% |
| 6M | +4.0% | +3.3% | +0.7% | +2.2% |
| YTD | +8.7% | +12.3% | -3.6% | +2.3% |
| 1Y | +8.3% | +12.4% | -4.1% | +1.9% |
| All | +26.0% | +41.5% | -15.5% | +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 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