+25.5%
KMT vs SPY
+76.5%
-51.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.2% |
| 7D | +0.6% | -0.4% | +1.0% | +1.0% |
| 30D | -5.6% | -1.4% | -4.2% | -4.2% |
| 3M | -12.3% | +3.7% | -16.0% | -15.6% |
| 6M | -21.5% | +13.0% | -34.5% | -31.0% |
| YTD | +6.1% | +12.4% | -6.3% | -6.1% |
| 1Y | +44.3% | +18.5% | +25.7% | +21.2% |
| All | +25.5% | +76.5% | -51.1% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling