+41.0%
KOID vs SPY
+28.6%
+12.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.9% |
| 7D | -1.6% | -2.0% | +0.3% | +1.6% |
| 30D | -9.2% | -1.7% | -7.5% | -6.7% |
| 3M | -10.9% | +4.7% | -15.6% | -16.6% |
| 6M | +4.8% | +12.5% | -7.7% | -11.2% |
| YTD | +11.1% | +11.7% | -0.7% | -5.0% |
| 1Y | +20.1% | +17.5% | +2.7% | -2.9% |
| All | +41.0% | +28.6% | +12.4% | -0.9% |
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