-27.1%
KRO vs SPY
+72.1%
-99.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | +11.1% | +2.6% | +8.5% | +8.3% |
| 30D | +13.3% | -2.0% | +15.2% | +15.9% |
| 3M | -3.6% | -2.8% | -0.8% | -0.4% |
| 6M | +16.3% | +2.1% | +14.2% | +14.1% |
| YTD | +91.7% | +11.5% | +80.3% | +71.8% |
| 1Y | +77.9% | +13.5% | +64.4% | +56.6% |
| 3Y | +14.7% | +77.7% | -63.0% | -33.3% |
| All | -27.1% | +72.1% | -99.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling