-52.5%
KROS vs SPY
+210.0%
-262.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +0.8% |
| 7D | -11.9% | -0.9% | -11.0% | -10.7% |
| 30D | -17.8% | -2.4% | -15.5% | -15.3% |
| 3M | -10.3% | -1.2% | -9.2% | -8.8% |
| 6M | -20.6% | +3.3% | -23.9% | -23.2% |
| YTD | -53.1% | +12.3% | -65.4% | -58.6% |
| 1Y | -43.6% | +12.4% | -56.0% | -50.2% |
| 3Y | -67.7% | +78.8% | -146.5% | -84.0% |
| 5Y | -83.9% | +75.2% | -159.1% | -91.6% |
| All | -52.5% | +210.0% | -262.5% | -85.1% |
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