+9.9%
KRO vs SPY
+75.1%
-65.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.4% |
| 7D | -0.5% | -2.7% | +2.2% | +3.4% |
| 30D | -4.1% | -5.4% | +1.3% | +3.2% |
| 3M | -8.8% | -4.1% | -4.7% | -3.5% |
| 6M | -0.2% | +0.7% | -0.9% | -1.0% |
| YTD | +72.6% | +8.7% | +63.9% | +54.9% |
| 1Y | +63.5% | +10.9% | +52.6% | +42.9% |
| 3Y | +9.9% | +75.0% | -65.1% | -55.9% |
| All | +9.9% | +75.1% | -65.2% | -55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling