+113.1%
KOPN vs SPY
+322.5%
-209.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +2.3% |
| 7D | +6.5% | -0.8% | +7.3% | +8.0% |
| 30D | -9.2% | -1.1% | -8.1% | -7.3% |
| 3M | -11.1% | +3.9% | -15.0% | -15.4% |
| 6M | +102.7% | +13.6% | +89.1% | +71.1% |
| YTD | +94.9% | +12.7% | +82.2% | +68.3% |
| 1Y | +102.7% | +17.5% | +85.2% | +66.0% |
| 3Y | +250.8% | +76.9% | +173.9% | +61.7% |
| 5Y | -22.2% | +83.6% | -105.8% | -63.7% |
| All | +113.1% | +322.5% | -209.4% | -73.0% |
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 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