+12.2%
KOPN vs SPY
+3,074.3%
-3,062.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.1% | +7.5% |
| 7D | +8.3% | +0.5% | +7.8% | +7.2% |
| 30D | +6.8% | -0.9% | +7.7% | +8.4% |
| 3M | -16.6% | +3.9% | -20.5% | -20.1% |
| 6M | +110.1% | +14.5% | +95.6% | +77.1% |
| YTD | +94.9% | +12.9% | +82.0% | +69.5% |
| 1Y | +106.3% | +19.4% | +87.0% | +66.9% |
| 3Y | +248.1% | +78.5% | +169.6% | +59.6% |
| 5Y | -18.1% | +81.8% | -99.9% | -61.1% |
| 10Y | +101.8% | +311.5% | -209.7% | -73.3% |
| All | +12.2% | +3,074.3% | -3,062.0% | -98.5% |
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