-11.0%
KR vs SPY
+18.1%
-29.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +3.2% |
| 7D | -0.2% | -0.8% | +0.6% | -0.7% |
| 30D | +5.1% | -1.1% | +6.1% | +4.3% |
| 3M | -8.2% | +3.9% | -12.0% | -5.4% |
| 6M | -18.0% | +13.6% | -31.6% | -10.1% |
| YTD | -4.8% | +12.7% | -17.4% | +3.8% |
| 1Y | -11.0% | +17.5% | -28.5% | +0.8% |
| All | -11.0% | +18.1% | -29.2% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling