+89.3%
KIO vs SPY
+464.7%
-375.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -0.6% | -2.4% | +1.8% | +0.4% |
| 3M | -7.9% | -1.2% | -6.7% | -7.4% |
| 6M | -5.4% | +3.3% | -8.7% | -7.0% |
| YTD | -3.9% | +12.3% | -16.2% | -9.1% |
| 1Y | -6.1% | +12.4% | -18.6% | -11.2% |
| 3Y | +21.1% | +78.8% | -57.7% | -8.3% |
| 5Y | +3.5% | +75.2% | -71.6% | -21.7% |
| 10Y | +84.7% | +311.1% | -226.4% | -3.0% |
| All | +89.3% | +464.7% | -375.3% | -12.2% |
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