+23.7%
KN vs SPY
+419.9%
-396.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.5% |
| 30D | -10.2% | +0.1% | -10.3% | -10.3% |
| 3M | -9.8% | +2.0% | -11.8% | -11.4% |
| 6M | +33.3% | +13.0% | +20.3% | +17.2% |
| YTD | +65.6% | +13.5% | +52.1% | +45.2% |
| 1Y | +64.0% | +20.0% | +44.0% | +35.7% |
| 3Y | +124.6% | +77.2% | +47.4% | +24.5% |
| 5Y | +74.9% | +81.9% | -7.0% | -6.9% |
| 10Y | +151.7% | +314.1% | -162.4% | -51.6% |
| All | +23.7% | +419.9% | -396.2% | -79.8% |
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 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