+151.2%
KN vs SPY
+76.5%
+74.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | +4.0% | -0.4% | +4.3% | +4.5% |
| 30D | -6.3% | -1.4% | -5.0% | -4.4% |
| 3M | -6.2% | +3.7% | -9.9% | -10.7% |
| 6M | +42.6% | +13.0% | +29.6% | +20.3% |
| YTD | +67.2% | +12.4% | +54.8% | +42.8% |
| 1Y | +67.9% | +18.5% | +49.3% | +33.3% |
| All | +151.2% | +76.5% | +74.6% | +12.8% |
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