+181.6%
KNGZ vs SPY
+258.1%
-76.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +1.6% | +3.3% | -1.6% | -0.8% |
| 30D | +5.5% | -2.7% | +8.2% | +7.6% |
| 3M | +3.2% | -1.7% | +4.9% | +4.5% |
| 6M | +13.2% | +3.1% | +10.1% | +10.5% |
| YTD | +24.2% | +11.9% | +12.3% | +14.0% |
| 1Y | +26.5% | +12.0% | +14.5% | +16.0% |
| 3Y | +75.6% | +78.2% | -2.5% | +13.9% |
| 5Y | +65.1% | +73.2% | -8.1% | +8.3% |
| All | +181.6% | +258.1% | -76.5% | +18.2% |
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 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