+72.1%
KRG vs SPY
+966.7%
-894.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.8% |
| 30D | -2.5% | -0.9% | -1.6% | -1.4% |
| 3M | -5.5% | +3.9% | -9.4% | -10.5% |
| 6M | +3.4% | +14.5% | -11.1% | -13.5% |
| YTD | +13.2% | +12.9% | +0.3% | -4.1% |
| 1Y | +20.4% | +19.4% | +1.0% | -5.1% |
| 3Y | +33.3% | +78.5% | -45.2% | -38.5% |
| 5Y | +60.9% | +81.8% | -20.8% | -28.5% |
| 10Y | +53.6% | +311.5% | -257.9% | -75.6% |
| All | +72.1% | +966.7% | -894.6% | -90.9% |
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