+304.5%
KNSA vs SPY
+217.8%
+86.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.3% |
| 7D | -1.7% | -0.4% | -1.4% | -1.4% |
| 30D | +2.6% | -1.4% | +4.0% | +3.9% |
| 3M | +61.2% | +3.7% | +57.5% | +55.4% |
| 6M | +68.0% | +13.0% | +55.0% | +49.0% |
| YTD | +90.4% | +12.4% | +78.0% | +69.4% |
| 1Y | +113.0% | +18.5% | +94.5% | +79.9% |
| 3Y | +354.4% | +77.6% | +276.8% | +155.4% |
| 5Y | +508.2% | +81.7% | +426.5% | +235.2% |
| All | +304.5% | +217.8% | +86.7% | +17.0% |
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