+37.7%
KR vs SPMO
+155.8%
-118.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.8% |
| 7D | -0.2% | -0.9% | +0.8% | -0.4% |
| 30D | +5.1% | -1.9% | +7.0% | +4.6% |
| 3M | -8.2% | -1.4% | -6.8% | -8.0% |
| 6M | -18.0% | +25.5% | -43.5% | -14.7% |
| YTD | -4.8% | +24.8% | -29.6% | -1.0% |
| 1Y | -11.0% | +24.5% | -35.5% | -7.4% |
| 3Y | +37.7% | +157.1% | -119.5% | +40.4% |
| All | +37.7% | +155.8% | -118.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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