+28.2%
KOID vs SPY
+20.8%
+7.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -6.1% | +0.1% | -6.2% | -6.2% |
| 3M | -13.9% | +2.0% | -15.9% | -16.4% |
| 6M | +5.4% | +13.0% | -7.6% | -12.5% |
| YTD | +14.4% | +13.5% | +0.8% | -5.8% |
| 1Y | +28.2% | +20.0% | +8.2% | +2.1% |
| All | +28.2% | +20.8% | +7.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling