+11.1%
KRNT vs SPY
+344.2%
-333.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | -3.1% | -2.0% | -1.1% | -0.2% |
| 30D | -11.5% | -1.7% | -9.8% | -9.3% |
| 3M | +1.6% | +4.7% | -3.2% | -4.7% |
| 6M | +7.9% | +12.5% | -4.6% | -8.2% |
| YTD | +8.2% | +11.7% | -3.5% | -6.8% |
| 1Y | +5.3% | +17.5% | -12.1% | -15.6% |
| 3Y | -24.4% | +76.6% | -101.0% | -64.4% |
| 5Y | -89.0% | +82.0% | -171.0% | -94.6% |
| 10Y | +57.3% | +317.1% | -259.8% | -64.4% |
| All | +11.1% | +344.2% | -333.1% | -75.9% |
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