+122.8%
KINS vs SPY
+307.0%
-184.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +10.9% | +2.6% | +8.3% | +9.3% |
| 30D | +23.1% | -2.0% | +25.0% | +24.5% |
| 3M | +16.5% | -2.8% | +19.3% | +18.5% |
| 6M | +60.8% | +2.1% | +58.6% | +58.4% |
| YTD | +36.1% | +11.5% | +24.6% | +27.5% |
| 1Y | +56.2% | +13.5% | +42.7% | +44.8% |
| 3Y | +982.7% | +77.7% | +905.0% | +694.5% |
| 5Y | +366.4% | +72.6% | +293.7% | +243.7% |
| All | +122.8% | +307.0% | -184.2% | +18.8% |
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