+46.3%
KNTK vs SPY
+14.6%
+31.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.7% | -7.3% | -5.3% |
| 7D | -9.6% | -0.7% | -8.9% | -9.7% |
| 30D | -2.1% | -1.0% | -1.1% | -2.3% |
| 3M | +6.7% | -0.3% | +7.0% | +6.7% |
| 6M | +4.1% | +7.3% | -3.2% | +4.3% |
| YTD | +51.9% | +13.3% | +38.6% | +51.4% |
| 1Y | +46.3% | +14.8% | +31.5% | +43.6% |
| All | +46.3% | +14.6% | +31.6% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling