+487.7%
KINS vs SPY
+805.8%
-318.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.3% | +7.6% | +7.8% |
| 7D | +1.4% | -2.7% | +4.1% | +2.2% |
| 30D | +10.1% | -5.4% | +15.5% | +11.7% |
| 3M | -1.3% | -4.1% | +2.8% | -0.3% |
| 6M | +25.2% | +0.7% | +24.5% | +24.8% |
| YTD | +22.7% | +8.7% | +14.1% | +20.1% |
| 1Y | +39.8% | +10.9% | +29.0% | +36.2% |
| 3Y | +924.3% | +75.0% | +849.3% | +803.3% |
| 5Y | +284.4% | +67.8% | +216.6% | +239.6% |
| 10Y | +127.0% | +312.9% | -185.8% | +72.2% |
| All | +487.7% | +805.8% | -318.1% | +228.2% |
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