+29.6%
KOP vs SPY
+78.7%
-49.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.8% |
| 7D | +2.6% | +0.5% | +2.0% | +2.0% |
| 30D | -7.9% | -0.9% | -6.9% | -7.0% |
| 3M | +14.5% | +3.9% | +10.7% | +10.3% |
| 6M | +26.0% | +14.5% | +11.5% | +10.4% |
| YTD | +75.1% | +12.9% | +62.2% | +55.5% |
| 1Y | +65.9% | +19.4% | +46.5% | +39.0% |
| 3Y | +29.6% | +78.5% | -48.8% | -26.3% |
| All | +29.6% | +78.7% | -49.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling