+100.5%
KRNY vs SPY
+849.9%
-749.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -3.5% | -0.8% | -2.7% | -2.8% |
| 30D | +2.6% | -1.1% | +3.7% | +3.5% |
| 3M | +14.3% | +3.9% | +10.4% | +10.4% |
| 6M | +36.6% | +13.6% | +23.0% | +22.0% |
| YTD | +37.2% | +12.7% | +24.5% | +23.3% |
| 1Y | +54.4% | +17.5% | +36.9% | +33.8% |
| 3Y | +65.0% | +76.9% | -12.0% | +1.2% |
| 5Y | +3.5% | +83.6% | -80.0% | -39.4% |
| 10Y | +4.4% | +320.7% | -316.3% | -71.3% |
| All | +100.5% | +849.9% | -749.4% | -73.4% |
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