+150.7%
KOMP vs SPY
+217.9%
-67.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.7% |
| 7D | +2.2% | +0.5% | +1.7% | +1.6% |
| 30D | -4.1% | -0.9% | -3.1% | -3.0% |
| 3M | -3.6% | +3.9% | -7.5% | -7.6% |
| 6M | +12.6% | +14.5% | -1.9% | -3.4% |
| YTD | +13.7% | +12.9% | +0.7% | -0.7% |
| 1Y | +16.9% | +19.4% | -2.5% | -3.9% |
| 3Y | +69.3% | +78.5% | -9.1% | -12.0% |
| 5Y | +12.9% | +81.8% | -68.9% | -41.8% |
| All | +150.7% | +217.9% | -67.2% | -27.9% |
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 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