+49.5%
KOP vs SPY
+81.0%
-31.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.8% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | -8.7% | -1.4% | -7.3% | -7.4% |
| 3M | +10.2% | +3.7% | +6.5% | +6.1% |
| 6M | +20.0% | +13.0% | +7.0% | +5.9% |
| YTD | +71.2% | +12.4% | +58.8% | +51.8% |
| 1Y | +62.0% | +18.5% | +43.5% | +35.8% |
| 3Y | +26.7% | +77.6% | -50.9% | -30.6% |
| 5Y | +49.5% | +81.7% | -32.2% | -22.9% |
| All | +49.5% | +81.0% | -31.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling