+38.1%
KMT vs SPY
+21.3%
+16.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.9% |
| 30D | -17.9% | +0.2% | -18.1% | -18.1% |
| 3M | -9.3% | +2.8% | -12.1% | -12.5% |
| 6M | -26.6% | +14.3% | -40.9% | -38.7% |
| YTD | +5.3% | +14.0% | -8.7% | -12.1% |
| All | +38.1% | +21.3% | +16.8% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling