+172.3%
KNGZ vs SPY
+263.3%
-91.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.1% | +0.1% | +1.1% | +1.1% |
| 3M | +2.7% | +2.0% | +0.7% | +1.1% |
| 6M | +13.5% | +13.0% | +0.5% | +3.5% |
| YTD | +20.1% | +13.5% | +6.6% | +9.1% |
| 1Y | +23.2% | +20.0% | +3.2% | +7.4% |
| 3Y | +58.5% | +77.2% | -18.6% | +3.3% |
| 5Y | +62.6% | +81.9% | -19.2% | +3.0% |
| All | +172.3% | +263.3% | -91.1% | +13.1% |
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