+105.5%
KOF vs SPY
+313.4%
-207.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +3.4% | +0.1% | +3.4% | +3.4% |
| 3M | +6.0% | +2.0% | +4.0% | +4.5% |
| 6M | +5.8% | +13.0% | -7.2% | -2.2% |
| YTD | +20.8% | +13.5% | +7.3% | +11.4% |
| 1Y | +37.1% | +20.0% | +17.1% | +21.9% |
| 3Y | +46.0% | +77.2% | -31.2% | -1.2% |
| 5Y | +136.8% | +81.9% | +54.9% | +55.2% |
| All | +105.5% | +313.4% | -207.9% | -32.6% |
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 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