+151.7%
KOP vs SPY
+756.5%
-604.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.5% |
| 7D | -29.2% | -0.6% | -28.6% | -28.7% |
| 30D | -31.8% | -3.7% | -28.1% | -28.1% |
| 3M | -41.3% | -2.7% | -38.6% | -39.1% |
| 6M | -32.4% | +2.2% | -34.6% | -34.9% |
| YTD | +10.1% | +10.8% | -0.8% | -6.3% |
| 1Y | +7.9% | +11.2% | -3.4% | -8.7% |
| 3Y | -26.6% | +76.5% | -103.1% | -69.5% |
| 5Y | -9.2% | +72.9% | -82.1% | -61.9% |
| 10Y | -14.4% | +304.8% | -319.2% | -89.3% |
| All | +151.7% | +756.5% | -604.8% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling