+233.3%
KRT vs SPY
+98.7%
+134.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.9% | +0.5% | +1.3% | +1.4% |
| 30D | +3.7% | -0.9% | +4.6% | +4.4% |
| 3M | +68.2% | +3.9% | +64.3% | +63.1% |
| 6M | +118.3% | +14.5% | +103.8% | +95.3% |
| YTD | +123.8% | +12.9% | +110.9% | +102.5% |
| 1Y | +104.2% | +19.4% | +84.8% | +76.5% |
| 3Y | +183.5% | +78.5% | +105.0% | +80.7% |
| 5Y | +163.8% | +81.8% | +82.0% | +59.9% |
| All | +233.3% | +98.7% | +134.5% | +91.6% |
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 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