+193.6%
KYN vs SPY
+79.8%
+113.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -0.3% | -2.0% | +1.7% | +1.1% |
| 30D | +2.1% | -1.7% | +3.7% | +3.1% |
| 3M | +7.5% | +4.7% | +2.8% | +3.8% |
| 6M | +10.5% | +12.5% | -2.0% | +1.0% |
| YTD | +26.1% | +11.7% | +14.4% | +15.7% |
| 1Y | +32.3% | +17.5% | +14.9% | +16.8% |
| 3Y | +122.8% | +76.6% | +46.2% | +43.7% |
| 5Y | +193.6% | +82.0% | +111.5% | +83.8% |
| All | +193.6% | +79.8% | +113.8% | +83.8% |
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