-64.6%
KROS vs SPY
+81.0%
-145.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.8% |
| 7D | +0.7% | -0.4% | +1.1% | +1.1% |
| 30D | +5.8% | -1.4% | +7.2% | +7.3% |
| 3M | +12.3% | +3.7% | +8.6% | +7.6% |
| 6M | -0.4% | +13.0% | -13.4% | -12.8% |
| YTD | -44.4% | +12.4% | -56.8% | -51.0% |
| 1Y | -28.0% | +18.5% | -46.5% | -40.1% |
| 3Y | -68.6% | +77.6% | -146.2% | -84.6% |
| 5Y | -64.6% | +81.7% | -146.3% | -81.2% |
| All | -64.6% | +81.0% | -145.6% | -81.2% |
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 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