+466.0%
KNCT vs SPY
+318.9%
+147.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | +1.4% | -2.0% | +3.4% | +3.6% |
| 30D | +1.2% | -1.7% | +2.9% | +3.1% |
| 3M | +2.8% | +4.7% | -1.9% | -1.8% |
| 6M | +36.4% | +12.5% | +23.9% | +21.5% |
| YTD | +48.3% | +11.7% | +36.5% | +33.2% |
| 1Y | +61.8% | +17.5% | +44.3% | +38.2% |
| 3Y | +159.1% | +76.6% | +82.5% | +45.5% |
| 5Y | +121.6% | +82.0% | +39.6% | +21.8% |
| All | +466.0% | +318.9% | +147.1% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling