-6.5%
KNTK vs SPY
+213.9%
-220.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | +6.4% | -1.4% | +7.8% | +8.1% |
| 3M | +21.7% | +3.7% | +18.0% | +15.1% |
| 6M | +24.2% | +13.0% | +11.2% | +4.5% |
| YTD | +59.5% | +12.4% | +47.1% | +34.8% |
| 1Y | +39.5% | +18.5% | +21.0% | +10.0% |
| 3Y | +94.0% | +77.6% | +16.3% | -10.4% |
| 5Y | +146.2% | +81.7% | +64.5% | +6.1% |
| All | -6.5% | +213.9% | -220.4% | -80.4% |
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