+533.8%
KNSA vs SPY
+78.1%
+455.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +2.6% | +2.6% | 0.0% | +0.9% |
| 30D | +22.2% | -2.0% | +24.2% | +24.1% |
| 3M | +23.8% | -2.8% | +26.6% | +26.3% |
| 6M | +62.9% | +2.1% | +60.8% | +61.1% |
| YTD | +133.5% | +11.5% | +122.0% | +117.5% |
| 1Y | +139.1% | +13.5% | +125.6% | +119.9% |
| 3Y | +533.8% | +77.7% | +456.1% | +260.5% |
| All | +533.8% | +78.1% | +455.7% | +260.5% |
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