+396.3%
KNSA vs SPY
+215.3%
+181.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | +2.6% | +2.6% | 0.0% | +0.3% |
| 30D | +22.2% | -2.0% | +24.2% | +24.9% |
| 3M | +23.8% | -2.8% | +26.6% | +27.5% |
| 6M | +62.9% | +2.1% | +60.8% | +59.8% |
| YTD | +133.5% | +11.5% | +122.0% | +110.2% |
| 1Y | +139.1% | +13.5% | +125.6% | +111.5% |
| 3Y | +533.8% | +77.7% | +456.1% | +256.9% |
| 5Y | +619.4% | +72.6% | +546.8% | +318.9% |
| All | +396.3% | +215.3% | +181.0% | +45.2% |
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