+2,940.1%
KOF vs SPY
+2,757.3%
+182.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.9% |
| 7D | -0.6% | -4.7% | +4.1% | +2.9% |
| 30D | +8.1% | -5.9% | +14.0% | +12.9% |
| 3M | +7.0% | -4.5% | +11.6% | +10.5% |
| 6M | +9.9% | +1.8% | +8.1% | +7.9% |
| YTD | +25.0% | +8.3% | +16.7% | +17.1% |
| 1Y | +33.8% | +9.3% | +24.5% | +24.3% |
| 3Y | +53.7% | +74.9% | -21.1% | -2.4% |
| 5Y | +150.1% | +67.3% | +82.9% | +61.2% |
| 10Y | +124.1% | +311.6% | -187.5% | -31.0% |
| All | +2,940.1% | +2,757.3% | +182.8% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling