+55.8%
KOP vs SPY
+318.9%
-263.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.5% |
| 7D | -1.1% | -2.0% | +0.9% | +1.7% |
| 30D | +0.9% | -1.7% | +2.6% | +3.2% |
| 3M | +11.4% | +4.7% | +6.7% | +4.3% |
| 6M | +25.1% | +12.5% | +12.6% | +5.7% |
| YTD | +72.3% | +11.7% | +60.6% | +46.9% |
| 1Y | +69.9% | +17.5% | +52.4% | +34.6% |
| 3Y | +27.5% | +76.6% | -49.1% | -45.4% |
| 5Y | +51.5% | +82.0% | -30.5% | -39.2% |
| All | +55.8% | +318.9% | -263.1% | -82.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling