+151.7%
KRT vs SPY
+95.8%
+55.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +7.0% |
| 7D | -31.2% | +0.1% | -31.2% | -31.2% |
| 30D | -33.1% | -3.3% | -29.8% | -31.3% |
| 3M | -21.7% | -2.4% | -19.3% | -20.2% |
| 6M | +33.5% | +2.6% | +31.0% | +30.6% |
| YTD | +69.0% | +11.2% | +57.8% | +54.7% |
| 1Y | +73.3% | +13.4% | +59.9% | +56.0% |
| 3Y | +98.8% | +79.9% | +18.9% | +25.8% |
| 5Y | +103.1% | +72.2% | +30.9% | +26.5% |
| All | +151.7% | +95.8% | +55.9% | +46.3% |
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