+18.5%
KN vs SPY
+412.4%
-393.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +12.1% | +3.3% | +8.8% | +8.1% |
| 30D | -7.1% | -2.7% | -4.4% | -3.6% |
| 3M | -12.9% | -1.7% | -11.1% | -10.5% |
| 6M | -3.6% | +3.1% | -6.7% | -5.5% |
| YTD | +58.6% | +11.9% | +46.7% | +42.4% |
| 1Y | +50.9% | +12.0% | +38.9% | +35.5% |
| 3Y | +120.4% | +78.2% | +42.3% | +22.4% |
| 5Y | +57.1% | +73.2% | -16.1% | -11.0% |
| 10Y | +117.3% | +309.6% | -192.3% | -57.6% |
| All | +18.5% | +412.4% | -393.9% | -80.2% |
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 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