+436.5%
KIE vs SPY
+796.1%
-359.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +2.1% | +2.6% | -0.4% | -0.8% |
| 30D | +7.8% | -2.0% | +9.8% | +9.8% |
| 3M | +3.0% | -2.8% | +5.7% | +5.7% |
| 6M | +18.6% | +2.1% | +16.5% | +14.2% |
| YTD | +10.5% | +11.5% | -1.0% | -4.2% |
| 1Y | +12.9% | +13.5% | -0.5% | -4.1% |
| 3Y | +58.0% | +77.7% | -19.7% | -22.5% |
| 5Y | +74.7% | +72.6% | +2.0% | -13.5% |
| 10Y | +198.5% | +308.2% | -109.6% | -50.4% |
| All | +436.5% | +796.1% | -359.6% | -65.5% |
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 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