+133.4%
KR vs SPYG
+424.6%
-291.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +5.1% | -1.5% | +6.6% | +5.2% |
| 3M | -8.2% | +3.7% | -11.9% | -8.6% |
| 6M | -18.0% | +16.4% | -34.4% | -19.8% |
| YTD | -4.8% | +13.3% | -18.1% | -6.6% |
| 1Y | -11.0% | +17.9% | -28.9% | -13.4% |
| 3Y | +37.7% | +98.3% | -60.7% | +18.6% |
| 5Y | +52.8% | +86.4% | -33.6% | +31.6% |
| All | +133.4% | +424.6% | -291.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling