-18.6%
KRC vs SPY
+311.8%
-330.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.4% |
| 7D | -4.3% | -0.9% | -3.3% | -3.4% |
| 30D | +4.1% | -2.4% | +6.4% | +6.5% |
| 3M | +1.0% | -1.2% | +2.2% | +2.1% |
| 6M | +9.0% | +3.3% | +5.7% | +5.0% |
| YTD | +1.8% | +12.3% | -10.4% | -9.8% |
| 1Y | -8.6% | +12.4% | -21.1% | -19.2% |
| 3Y | +52.3% | +78.8% | -26.5% | -15.6% |
| 5Y | -32.6% | +75.2% | -107.8% | -61.9% |
| 10Y | -18.6% | +311.1% | -329.7% | -78.7% |
| All | -18.6% | +311.8% | -330.4% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling