+156.7%
KOF vs SPY
+304.1%
-147.4%
-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% | +2.4% | +2.3% |
| 7D | +3.2% | -0.6% | +3.8% | +3.5% |
| 30D | +9.3% | -3.7% | +13.0% | +11.7% |
| 3M | +11.3% | -2.7% | +14.0% | +13.0% |
| 6M | +16.0% | +2.2% | +13.8% | +14.0% |
| YTD | +30.9% | +10.8% | +20.0% | +22.3% |
| 1Y | +39.9% | +11.2% | +28.7% | +30.4% |
| 3Y | +59.1% | +76.5% | -17.4% | +7.9% |
| 5Y | +165.4% | +72.9% | +92.4% | +80.4% |
| 10Y | +156.7% | +304.8% | -148.1% | -11.1% |
| All | +156.7% | +304.1% | -147.4% | -11.1% |
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