+33.4%
KRP vs SPY
+78.7%
-45.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.7% | +3.3% | -0.6% | +1.2% |
| 30D | -2.0% | -2.7% | +0.7% | -0.9% |
| 3M | +4.8% | -1.7% | +6.5% | +5.5% |
| 6M | +7.1% | +3.1% | +4.0% | +5.0% |
| YTD | +42.7% | +11.9% | +30.8% | +33.1% |
| 1Y | +25.7% | +12.0% | +13.7% | +17.1% |
| All | +33.4% | +78.7% | -45.3% | -11.7% |
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