-4.7%
KMT vs SPY
+80.9%
-85.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | -12.3% | +3.7% | -16.0% | -15.8% |
| 6M | -21.5% | +13.0% | -34.5% | -31.7% |
| YTD | +6.1% | +12.4% | -6.3% | -6.9% |
| 1Y | +44.3% | +18.5% | +25.7% | +19.4% |
| 3Y | +26.6% | +77.6% | -51.0% | -34.9% |
| All | -4.7% | +80.9% | -85.6% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling