+12.3%
KWM vs SPY
+30.7%
-18.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +1.4% | +14.9% | +5.2% |
| 7D | +2,256.7% | +1.9% | +2,254.8% | +2,027.1% |
| 30D | +1,844.1% | +1.7% | +1,842.3% | +1,669.9% |
| 3M | +606.5% | +5.4% | +601.1% | +371.7% |
| 6M | +250.0% | +10.5% | +239.6% | +126.4% |
| YTD | +612.2% | +11.7% | +600.5% | +348.6% |
| 1Y | -21.9% | +23.2% | -45.1% | -58.4% |
| All | +12.3% | +30.7% | -18.4% | -43.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling