+43.0%
KOID vs SPY
+29.7%
+13.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.1% |
| 7D | -1.5% | -0.8% | -0.7% | -0.2% |
| 30D | -8.6% | -1.1% | -7.5% | -7.0% |
| 3M | -12.5% | +3.9% | -16.4% | -17.2% |
| 6M | +5.5% | +13.6% | -8.1% | -12.0% |
| YTD | +12.7% | +12.7% | 0.0% | -4.9% |
| 1Y | +19.1% | +17.5% | +1.6% | -4.2% |
| All | +43.0% | +29.7% | +13.4% | -0.8% |
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