+652.4%
KRMD vs SPY
+322.5%
+329.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.2% |
| 30D | -4.2% | -1.1% | -3.2% | -3.5% |
| 3M | -21.0% | +3.9% | -24.9% | -23.6% |
| 6M | -29.9% | +13.6% | -43.5% | -37.1% |
| YTD | -45.6% | +12.7% | -58.3% | -50.7% |
| 1Y | -21.4% | +17.5% | -38.9% | -31.4% |
| 3Y | +21.1% | +76.9% | -55.8% | -21.8% |
| 5Y | +7.1% | +83.6% | -76.5% | -32.9% |
| All | +652.4% | +322.5% | +329.9% | +149.2% |
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