-20.7%
KNF vs SPY
+12.1%
-32.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -0.2% | +2.6% | -2.8% | -3.8% |
| 30D | +17.3% | -2.0% | +19.3% | +20.8% |
| 3M | -14.6% | -2.8% | -11.8% | -10.9% |
| 6M | -29.3% | +2.1% | -31.4% | -31.8% |
| YTD | -20.0% | +11.5% | -31.5% | -34.6% |
| 1Y | -20.7% | +13.5% | -34.2% | -36.7% |
| All | -20.7% | +12.1% | -32.8% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling