-49.8%
KROS vs SPY
+208.9%
-258.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.1% |
| 7D | +6.7% | +3.3% | +3.4% | +2.8% |
| 30D | -10.2% | -2.7% | -7.6% | -7.2% |
| 3M | -10.0% | -1.7% | -8.3% | -7.9% |
| 6M | -13.5% | +3.1% | -16.6% | -16.1% |
| YTD | -50.5% | +11.9% | -62.4% | -56.0% |
| 1Y | -42.3% | +12.0% | -54.3% | -48.8% |
| 3Y | -65.9% | +78.2% | -144.1% | -83.0% |
| 5Y | -83.7% | +73.2% | -156.9% | -91.4% |
| All | -49.8% | +208.9% | -258.7% | -84.2% |
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