+767.3%
KMT vs SPY
+3,074.3%
-2,307.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.1% |
| 7D | +4.4% | +0.5% | +3.8% | +3.7% |
| 30D | -7.4% | -0.9% | -6.5% | -6.4% |
| 3M | -7.8% | +3.9% | -11.7% | -11.8% |
| 6M | -17.1% | +14.5% | -31.6% | -29.2% |
| YTD | +9.1% | +12.9% | -3.9% | -5.1% |
| 1Y | +45.8% | +19.4% | +26.4% | +19.0% |
| 3Y | +30.1% | +78.5% | -48.3% | -34.2% |
| 5Y | -3.9% | +81.8% | -85.6% | -52.0% |
| 10Y | +42.1% | +311.5% | -269.4% | -69.5% |
| All | +767.3% | +3,074.3% | -2,307.0% | -60.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling