+164.9%
KOP vs SPY
+761.6%
-596.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +4.0% | +2.6% | +1.4% | 0.0% |
| 30D | -28.6% | -2.0% | -26.7% | -26.7% |
| 3M | -32.5% | -2.8% | -29.7% | -29.9% |
| 6M | -26.7% | +2.1% | -28.8% | -29.3% |
| YTD | +15.8% | +11.5% | +4.3% | -2.1% |
| 1Y | +7.0% | +13.5% | -6.5% | -11.9% |
| 3Y | -21.8% | +77.7% | -99.5% | -67.8% |
| 5Y | -6.5% | +72.6% | -79.1% | -60.6% |
| 10Y | -11.1% | +308.2% | -319.3% | -89.0% |
| All | +164.9% | +761.6% | -596.7% | -89.0% |
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