+52.0%
KR vs SPY
+82.3%
-30.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.6% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +5.1% | -1.1% | +6.1% | +5.1% |
| 3M | -8.2% | +3.9% | -12.0% | -8.5% |
| 6M | -18.0% | +13.6% | -31.6% | -19.2% |
| YTD | -4.8% | +12.7% | -17.4% | -6.1% |
| 1Y | -11.0% | +17.5% | -28.5% | -12.9% |
| 3Y | +37.7% | +76.9% | -39.2% | +20.3% |
| All | +52.0% | +82.3% | -30.2% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling