-25.1%
KOPN vs SPY
+79.8%
-104.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +4.4% |
| 7D | +2.8% | -2.0% | +4.8% | +7.6% |
| 30D | -15.6% | -1.7% | -13.9% | -12.3% |
| 3M | -4.6% | +4.7% | -9.3% | -12.0% |
| 6M | +103.2% | +12.5% | +90.7% | +67.1% |
| YTD | +87.6% | +11.7% | +75.9% | +58.0% |
| 1Y | +108.1% | +17.5% | +90.6% | +61.3% |
| 3Y | +235.1% | +76.6% | +158.6% | +28.5% |
| 5Y | -25.1% | +82.0% | -107.1% | -69.3% |
| All | -25.1% | +79.8% | -104.9% | -69.3% |
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 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