+233.6%
KRT vs SPY
+99.8%
+133.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +15.4% | +0.1% | +15.4% | +15.4% |
| 3M | +73.8% | +2.0% | +71.8% | +70.9% |
| 6M | +106.2% | +13.0% | +93.2% | +86.5% |
| YTD | +124.0% | +13.5% | +110.5% | +101.9% |
| 1Y | +101.3% | +20.0% | +81.3% | +73.3% |
| 3Y | +123.3% | +77.2% | +46.1% | +43.0% |
| 5Y | +166.1% | +81.9% | +84.2% | +61.2% |
| All | +233.6% | +99.8% | +133.8% | +90.9% |
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