+51.7%
KN vs SPY
+72.1%
-20.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | +5.5% | +2.6% | +2.9% | +2.5% |
| 30D | -5.4% | -2.0% | -3.4% | -2.5% |
| 3M | -12.7% | -2.8% | -9.9% | -9.1% |
| 6M | -9.9% | +2.1% | -12.0% | -10.8% |
| YTD | +54.0% | +11.5% | +42.5% | +38.8% |
| 1Y | +50.8% | +13.5% | +37.4% | +33.5% |
| 3Y | +113.2% | +77.7% | +35.5% | +24.5% |
| All | +51.7% | +72.1% | -20.4% | -13.2% |
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