+131.2%
KRT vs SPY
+91.2%
+40.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.8% | +0.3% | -35.1% | -35.0% |
| 7D | -37.9% | -2.7% | -35.2% | -36.6% |
| 30D | -37.2% | -5.4% | -31.8% | -34.4% |
| 3M | -20.1% | -4.1% | -16.0% | -17.5% |
| 6M | +16.0% | +0.7% | +15.3% | +14.9% |
| YTD | +55.3% | +8.7% | +46.6% | +44.6% |
| 1Y | +49.2% | +10.9% | +38.3% | +36.5% |
| 3Y | +85.0% | +75.0% | +10.0% | +19.6% |
| 5Y | +86.7% | +67.8% | +18.9% | +18.5% |
| All | +131.2% | +91.2% | +40.0% | +36.8% |
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