+3,661.4%
KR vs SPY
+3,040.6%
+620.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -2.7% | -2.0% | -0.7% | -1.7% |
| 30D | +1.9% | -1.7% | +3.6% | +2.8% |
| 3M | -11.0% | +4.7% | -15.8% | -13.2% |
| 6M | -20.2% | +12.5% | -32.7% | -25.2% |
| YTD | -7.3% | +11.7% | -19.0% | -13.0% |
| 1Y | -13.1% | +17.5% | -30.6% | -20.7% |
| 3Y | +29.7% | +76.6% | -46.8% | -6.1% |
| 5Y | +48.8% | +82.0% | -33.3% | +4.0% |
| 10Y | +122.8% | +317.1% | -194.4% | -6.8% |
| All | +3,661.4% | +3,040.6% | +620.9% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling