+294.0%
KNSA vs SPY
+215.9%
+78.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.1% |
| 7D | -5.0% | -2.0% | -3.0% | -3.2% |
| 30D | -1.7% | -1.7% | 0.0% | -0.2% |
| 3M | +55.2% | +4.7% | +50.5% | +48.3% |
| 6M | +62.7% | +12.5% | +50.1% | +44.9% |
| YTD | +85.4% | +11.7% | +73.7% | +65.9% |
| 1Y | +111.1% | +17.5% | +93.6% | +79.8% |
| 3Y | +342.6% | +76.6% | +266.0% | +150.1% |
| 5Y | +516.8% | +82.0% | +434.7% | +239.0% |
| All | +294.0% | +215.9% | +78.1% | +14.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling