+48.6%
KN vs SPY
+14.6%
+34.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -4.0% |
| 7D | -3.0% | -0.7% | -2.3% | -1.6% |
| 30D | -14.5% | -1.0% | -13.4% | -12.5% |
| 3M | -16.6% | -0.3% | -16.2% | -15.7% |
| 6M | +5.5% | +7.3% | -1.8% | -5.3% |
| YTD | +57.3% | +13.3% | +43.9% | +29.9% |
| 1Y | +48.6% | +14.8% | +33.8% | +20.9% |
| All | +48.6% | +14.6% | +34.0% | +20.9% |
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 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