KC 150

The chart shows the growth of an initial investment of $10,000 in KC 150, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jun 16, 2023, KC 150's average daily return is +0.05%, while the average monthly return is +1.37%. At this rate, your investment would double in approximately 4.2 years.

Historically, 74% of months were positive and 26% were negative. The best month was Nov 2023 with a return of +10.8%, while the worst month was Mar 2026 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, KC 150 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 4, 2025 at -5.6%.

KC 150 has an annualized alpha of 3.06%, beta of 0.93, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since June 16, 2023.

• This portfolio captured 103.38% of S&P 500 Index gains but only 89.76% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 3.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.93 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

KC 150 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

KC 150 ranks 14 for risk / return — in the bottom 14% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

KC 150 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.33
• All Time: 1.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of KC 150 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

KC 150 provided a 1.33% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the KC 150. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the KC 150 was 16.63%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current KC 150 drawdown is 6.66%.

The chart below shows the rolling one-month volatility.