Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KNSL vs SPY✓SelectedUSD · SPYKNSL vs SPY performance historyLatest closeAs of+0.86%09/10
Stock and ETF performance explorer

KNSL vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,942.9%
SPY return
+311.3%
Excess return
+1,631.5%
Maximum drawdown
-46.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
1D+0.9%-0.6%+1.5%+1.4%
7D-5.3%-2.0%-3.3%-3.7%
30D-3.1%-1.7%-1.5%-1.7%
3M+15.7%+4.7%+11.0%+10.6%
6M+1.0%+12.5%-11.5%-9.9%
YTD-7.1%+11.7%-18.8%-16.8%
1Y-14.6%+17.5%-32.1%-27.0%
3Y-11.1%+76.6%-87.6%-49.1%
5Y+121.1%+82.0%+39.1%+22.2%
10Y+1,685.1%+317.1%+1,367.9%+382.9%
All+1,942.9%+311.3%+1,631.5%+458.7%

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