+85.3%
KIO vs SPY
+307.0%
-221.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.4% | +2.6% | -3.0% | -1.6% |
| 30D | +0.8% | -2.0% | +2.8% | +1.7% |
| 3M | -8.3% | -2.8% | -5.5% | -7.1% |
| 6M | -6.3% | +2.1% | -8.5% | -7.4% |
| YTD | -4.4% | +11.5% | -15.9% | -9.4% |
| 1Y | -5.2% | +13.5% | -18.7% | -11.0% |
| 3Y | +20.7% | +77.7% | -57.0% | -9.8% |
| 5Y | +3.4% | +72.6% | -69.2% | -22.4% |
| All | +85.3% | +307.0% | -221.7% | -7.2% |
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 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