+43.1%
KMT vs SPY
+18.1%
+25.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.1% |
| 7D | -5.1% | -0.8% | -4.3% | -4.1% |
| 30D | -4.4% | -1.1% | -3.3% | -3.0% |
| 3M | -14.4% | +3.9% | -18.2% | -18.6% |
| 6M | -26.1% | +13.6% | -39.7% | -38.1% |
| YTD | +5.4% | +12.7% | -7.3% | -10.8% |
| 1Y | +43.1% | +17.5% | +25.6% | +12.1% |
| All | +43.1% | +18.1% | +25.0% | +12.1% |
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