-17.1%
KKRS vs SPY
+99.4%
-116.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -2.4% | -1.1% | -1.3% | -2.0% |
| 3M | -1.7% | +3.9% | -5.5% | -3.2% |
| 6M | -6.8% | +13.6% | -20.5% | -11.6% |
| YTD | -6.2% | +12.7% | -18.8% | -10.7% |
| 1Y | -11.5% | +17.5% | -29.0% | -17.2% |
| 3Y | +12.1% | +76.9% | -64.8% | -13.8% |
| 5Y | -20.6% | +83.6% | -104.2% | -41.2% |
| All | -17.1% | +99.4% | -116.4% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling