+782.9%
KMT vs SPY
+3,091.8%
-2,308.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | -8.6% | +0.1% | -8.7% | -8.7% |
| 3M | -5.1% | +2.0% | -7.1% | -7.3% |
| 6M | -24.9% | +13.0% | -37.9% | -34.7% |
| YTD | +11.0% | +13.5% | -2.5% | -4.1% |
| 1Y | +45.6% | +20.0% | +25.6% | +18.1% |
| 3Y | +27.8% | +77.2% | -49.4% | -34.9% |
| 5Y | -4.4% | +81.9% | -86.3% | -52.2% |
| 10Y | +42.4% | +314.1% | -271.6% | -69.7% |
| All | +782.9% | +3,091.8% | -2,308.9% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling