-68.2%
KROS vs SPY
+79.4%
-147.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +1.3% |
| 7D | -11.9% | -0.9% | -11.0% | -11.0% |
| 30D | -17.8% | -2.4% | -15.5% | -16.2% |
| 3M | -10.3% | -1.2% | -9.2% | -9.3% |
| 6M | -20.6% | +3.3% | -23.9% | -22.0% |
| YTD | -53.1% | +12.3% | -65.4% | -56.4% |
| 1Y | -43.6% | +12.4% | -56.0% | -47.5% |
| All | -68.2% | +79.4% | -147.6% | -78.6% |
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