-44.4%
KROS vs SPY
+208.5%
-252.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | +0.5% | -2.0% | +2.5% | +2.7% |
| 30D | +5.0% | -1.7% | +6.6% | +6.9% |
| 3M | +12.5% | +4.7% | +7.8% | +6.6% |
| 6M | -3.5% | +12.5% | -16.0% | -15.3% |
| YTD | -45.1% | +11.7% | -56.9% | -51.4% |
| 1Y | -28.6% | +17.5% | -46.1% | -40.2% |
| 3Y | -69.0% | +76.6% | -145.6% | -84.5% |
| 5Y | -64.5% | +82.0% | -146.6% | -82.3% |
| All | -44.4% | +208.5% | -252.8% | -82.5% |
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