+150.1%
KOF vs SPY
+67.0%
+83.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +0.6% |
| 7D | -0.6% | -4.7% | +4.1% | +1.5% |
| 30D | +8.1% | -5.9% | +14.0% | +11.1% |
| 3M | +7.0% | -4.5% | +11.6% | +9.2% |
| 6M | +9.9% | +1.8% | +8.1% | +8.6% |
| YTD | +25.0% | +8.3% | +16.7% | +19.9% |
| 1Y | +33.8% | +9.3% | +24.5% | +27.8% |
| 3Y | +53.7% | +74.9% | -21.1% | +14.0% |
| 5Y | +150.1% | +67.3% | +82.9% | +85.0% |
| All | +150.1% | +67.0% | +83.1% | +85.0% |
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