+38.4%
KMT vs SPY
+318.9%
-280.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.9% |
| 7D | -1.0% | -2.0% | +1.0% | +1.7% |
| 30D | -3.7% | -1.7% | -2.0% | -1.5% |
| 3M | -12.0% | +4.7% | -16.7% | -17.3% |
| 6M | -22.5% | +12.5% | -35.0% | -34.0% |
| YTD | +4.3% | +11.7% | -7.5% | -10.2% |
| 1Y | +42.5% | +17.5% | +25.0% | +14.8% |
| 3Y | +24.4% | +76.6% | -52.1% | -44.2% |
| 5Y | -6.3% | +82.0% | -88.4% | -59.7% |
| All | +38.4% | +318.9% | -280.4% | -84.6% |
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