+10.6%
KNRG vs SPY
+29.9%
-19.3%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.5% | -2.0% | +1.4% | -0.2% |
| 30D | -0.1% | -1.7% | +1.6% | +0.2% |
| 3M | +0.8% | +4.7% | -3.9% | 0.0% |
| 6M | +1.6% | +12.5% | -10.9% | -0.6% |
| YTD | +3.1% | +11.7% | -8.7% | +0.9% |
| 1Y | +5.1% | +17.5% | -12.4% | +1.8% |
| All | +10.6% | +29.9% | -19.3% | +2.9% |
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