-10.8%
KOP vs SPY
+308.5%
-319.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | -20.0% | +3.3% | -23.3% | -23.7% |
| 30D | -28.6% | -2.7% | -25.9% | -26.0% |
| 3M | -29.9% | -1.7% | -28.2% | -28.4% |
| 6M | -26.9% | +3.1% | -30.0% | -30.3% |
| YTD | +17.8% | +11.9% | +5.9% | 0.0% |
| 1Y | +12.1% | +12.0% | +0.1% | -5.1% |
| 3Y | -21.4% | +78.2% | -99.6% | -66.7% |
| 5Y | -4.9% | +73.2% | -78.1% | -58.4% |
| All | -10.8% | +308.5% | -319.3% | -88.9% |
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 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