+58.0%
KOCT vs SPY
+183.0%
-125.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -0.5% | -0.8% | +0.3% | 0.0% |
| 30D | -0.1% | -1.1% | +1.0% | +0.5% |
| 3M | +3.3% | +3.9% | -0.5% | +0.9% |
| 6M | +11.1% | +13.6% | -2.5% | +2.7% |
| YTD | +12.7% | +12.7% | 0.0% | +4.7% |
| 1Y | +15.8% | +17.5% | -1.7% | +4.9% |
| 3Y | +42.3% | +76.9% | -34.6% | +0.3% |
| 5Y | +41.1% | +83.6% | -42.5% | -3.7% |
| All | +58.0% | +183.0% | -125.0% | -21.1% |
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