+54.8%
KOP vs SPY
+321.4%
-266.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.6% |
| 7D | -1.4% | -0.4% | -1.1% | -0.9% |
| 30D | -8.7% | -1.4% | -7.3% | -6.9% |
| 3M | +10.2% | +3.7% | +6.5% | +4.6% |
| 6M | +20.0% | +13.0% | +7.0% | +0.8% |
| YTD | +71.2% | +12.4% | +58.8% | +44.8% |
| 1Y | +62.0% | +18.5% | +43.5% | +26.7% |
| 3Y | +26.7% | +77.6% | -50.9% | -46.2% |
| 5Y | +49.5% | +81.7% | -32.2% | -39.7% |
| All | +54.8% | +321.4% | -266.6% | -82.8% |
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