+287.2%
KYN vs SPY
+931.4%
-644.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.7% |
| 7D | -0.5% | +0.5% | -1.1% | -1.0% |
| 30D | +6.4% | -0.9% | +7.4% | +7.2% |
| 3M | +9.1% | +3.9% | +5.3% | +5.1% |
| 6M | +11.1% | +14.5% | -3.5% | -2.4% |
| YTD | +27.3% | +12.9% | +14.3% | +13.1% |
| 1Y | +32.4% | +19.4% | +13.0% | +11.9% |
| 3Y | +124.7% | +78.5% | +46.3% | +31.6% |
| 5Y | +195.4% | +81.8% | +113.6% | +68.1% |
| 10Y | +85.6% | +311.5% | -225.9% | -41.1% |
| All | +287.2% | +931.4% | -644.2% | -31.4% |
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