+1,700.1%
KNSL vs SPY
+322.5%
+1,377.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | -3.5% | -0.8% | -2.8% | -2.9% |
| 30D | -3.6% | -1.1% | -2.5% | -2.7% |
| 3M | +16.0% | +3.9% | +12.1% | +11.7% |
| 6M | 0.0% | +13.6% | -13.6% | -11.5% |
| YTD | -7.8% | +12.7% | -20.4% | -18.0% |
| 1Y | -17.3% | +17.5% | -34.8% | -29.4% |
| 3Y | -12.7% | +76.9% | -89.6% | -50.1% |
| 5Y | +119.5% | +83.6% | +35.9% | +20.3% |
| All | +1,700.1% | +322.5% | +1,377.7% | +377.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling