+146.7%
KRBN vs SPY
+154.7%
-7.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | +1.8% | -1.1% | +2.8% | +2.2% |
| 3M | +6.5% | +3.9% | +2.6% | +4.9% |
| 6M | +18.1% | +13.6% | +4.5% | +12.3% |
| YTD | -2.0% | +12.7% | -14.7% | -6.4% |
| 1Y | +8.8% | +17.5% | -8.7% | +2.2% |
| 3Y | +6.8% | +76.9% | -70.1% | -17.1% |
| 5Y | +25.9% | +83.6% | -57.7% | -4.5% |
| All | +146.7% | +154.7% | -7.9% | +43.1% |
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