+58.4%
KNF vs SPY
+83.6%
-25.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -0.2% | -0.6% | +0.4% | +1.0% |
| 30D | +17.2% | -3.7% | +20.9% | +23.7% |
| 3M | -13.5% | -2.7% | -10.7% | -9.8% |
| 6M | -35.4% | +2.2% | -37.6% | -37.4% |
| YTD | -16.9% | +10.8% | -27.8% | -28.0% |
| 1Y | -18.7% | +11.2% | -29.9% | -29.8% |
| 3Y | +4.3% | +76.5% | -72.2% | -49.7% |
| All | +58.4% | +83.6% | -25.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling