+350.5%
KNSA vs SPY
+76.5%
+273.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | -1.7% | -0.4% | -1.4% | -1.5% |
| 30D | +2.6% | -1.4% | +4.0% | +3.5% |
| 3M | +61.2% | +3.7% | +57.5% | +57.2% |
| 6M | +68.0% | +13.0% | +55.0% | +54.1% |
| YTD | +90.4% | +12.4% | +78.0% | +75.0% |
| 1Y | +113.0% | +18.5% | +94.5% | +88.1% |
| All | +350.5% | +76.5% | +273.9% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling