+588.8%
KMT vs SPY
+3,034.0%
-2,445.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +5.2% | +2.6% | +2.6% | +2.2% |
| 30D | -21.7% | -2.0% | -19.7% | -19.7% |
| 3M | -20.3% | -2.8% | -17.6% | -17.5% |
| 6M | -30.6% | +2.1% | -32.7% | -32.2% |
| YTD | -13.4% | +11.5% | -24.9% | -23.4% |
| 1Y | -10.8% | +13.5% | -24.3% | -22.7% |
| 3Y | +16.5% | +77.7% | -61.2% | -40.7% |
| 5Y | -29.2% | +72.6% | -101.8% | -62.4% |
| 10Y | -8.5% | +308.2% | -316.7% | -80.2% |
| All | +588.8% | +3,034.0% | -2,445.2% | -68.0% |
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