+133.0%
KRO vs SPY
+936.7%
-803.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.4% |
| 7D | -0.5% | -2.7% | +2.2% | +2.9% |
| 30D | -4.1% | -5.4% | +1.3% | +2.4% |
| 3M | -8.8% | -4.1% | -4.7% | -4.1% |
| 6M | -0.2% | +0.7% | -0.9% | -0.8% |
| YTD | +72.6% | +8.7% | +63.9% | +57.1% |
| 1Y | +63.5% | +10.9% | +52.6% | +45.5% |
| 3Y | +9.9% | +75.0% | -65.1% | -41.6% |
| 5Y | -33.3% | +67.8% | -101.0% | -63.4% |
| 10Y | +58.7% | +312.9% | -254.1% | -69.9% |
| All | +133.0% | +936.7% | -803.6% | -84.4% |
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