+180.8%
KNGZ vs SPY
+254.6%
-73.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.2% | -0.6% | +0.8% | +0.7% |
| 30D | +6.1% | -3.7% | +9.8% | +9.0% |
| 3M | +3.0% | -2.7% | +5.7% | +5.1% |
| 6M | +11.9% | +2.2% | +9.7% | +10.0% |
| YTD | +23.8% | +10.8% | +13.0% | +14.5% |
| 1Y | +27.7% | +11.2% | +16.4% | +17.7% |
| 3Y | +75.1% | +76.5% | -1.3% | +14.4% |
| 5Y | +65.2% | +72.9% | -7.7% | +8.5% |
| All | +180.8% | +254.6% | -73.9% | +18.7% |
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 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