+57.9%
KRO vs SPY
+313.2%
-255.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +36.5% | +0.1% | +36.5% | +36.5% |
| 3M | +23.6% | +2.0% | +21.6% | +20.8% |
| 6M | +49.1% | +13.0% | +36.1% | +29.7% |
| YTD | +95.0% | +13.5% | +81.4% | +69.2% |
| 1Y | +43.6% | +20.0% | +23.7% | +17.3% |
| 3Y | +12.3% | +77.2% | -64.8% | -39.8% |
| 5Y | -15.5% | +81.9% | -97.4% | -56.5% |
| All | +57.9% | +313.2% | -255.3% | -77.4% |
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 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