-1.4%
KKRT vs SPY
+30.5%
-31.9%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | +3.1% | -1.7% | +4.8% | +3.5% |
| 3M | -4.0% | +4.7% | -8.7% | -5.1% |
| 6M | -4.3% | +12.5% | -16.8% | -7.3% |
| YTD | -4.6% | +11.7% | -16.3% | -7.5% |
| 1Y | -4.1% | +17.5% | -21.5% | -7.6% |
| All | -1.4% | +30.5% | -31.9% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling