+34.0%
KR vs SPY
+75.5%
-41.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -3.0% |
| 30D | +1.9% | -1.7% | +3.6% | +1.6% |
| 3M | -11.0% | +4.7% | -15.8% | -10.2% |
| 6M | -20.2% | +12.5% | -32.7% | -18.6% |
| YTD | -7.3% | +11.7% | -19.0% | -5.4% |
| 1Y | -13.1% | +17.5% | -30.6% | -11.1% |
| All | +34.0% | +75.5% | -41.5% | +31.6% |
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