+57.1%
KNF vs SPY
+86.2%
-29.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -5.0% |
| 7D | -5.3% | -0.4% | -5.0% | -4.8% |
| 30D | -14.1% | -1.4% | -12.8% | -12.5% |
| 3M | -24.0% | +3.7% | -27.7% | -28.1% |
| 6M | -28.9% | +13.0% | -41.9% | -40.2% |
| YTD | -17.6% | +12.4% | -30.0% | -30.1% |
| 1Y | -26.5% | +18.5% | -45.0% | -42.4% |
| 3Y | +14.5% | +77.6% | -63.1% | -46.0% |
| All | +57.1% | +86.2% | -29.0% | -27.4% |
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