+160.6%
KOF vs SPY
+308.5%
-147.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +3.2% | +3.3% | -0.1% | +1.2% |
| 30D | +2.4% | -2.7% | +5.1% | +4.0% |
| 3M | +8.8% | -1.7% | +10.6% | +9.8% |
| 6M | +14.6% | +3.1% | +11.6% | +12.1% |
| YTD | +29.0% | +11.9% | +17.1% | +19.9% |
| 1Y | +36.3% | +12.0% | +24.3% | +26.5% |
| 3Y | +56.8% | +78.2% | -21.4% | +5.8% |
| 5Y | +163.9% | +73.2% | +90.7% | +79.5% |
| All | +160.6% | +308.5% | -147.9% | -6.7% |
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 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