+34.6%
KOCT vs SPY
+72.1%
-37.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +0.7% | +2.6% | -1.9% | -0.8% |
| 30D | +1.3% | -2.0% | +3.3% | +2.5% |
| 3M | -0.7% | -2.8% | +2.1% | +0.9% |
| 6M | +4.2% | +2.1% | +2.1% | +2.7% |
| YTD | +12.1% | +11.5% | +0.6% | +4.6% |
| 1Y | +15.6% | +13.5% | +2.2% | +6.8% |
| 3Y | +50.0% | +77.7% | -27.7% | +4.5% |
| All | +34.6% | +72.1% | -37.5% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling