-28.8%
KRC vs SPY
+81.0%
-109.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -3.3% | -0.4% | -2.9% | -2.9% |
| 30D | -5.0% | -1.4% | -3.7% | -3.7% |
| 3M | -7.3% | +3.7% | -11.0% | -10.8% |
| 6M | +24.0% | +13.0% | +11.0% | +9.2% |
| YTD | -2.4% | +12.4% | -14.8% | -13.6% |
| 1Y | -10.8% | +18.5% | -29.3% | -25.4% |
| 3Y | +13.1% | +77.6% | -64.5% | -37.3% |
| 5Y | -28.8% | +81.7% | -110.5% | -61.8% |
| All | -28.8% | +81.0% | -109.8% | -61.8% |
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