+108.1%
KRUS vs SPY
+184.4%
-76.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -2.1% |
| 7D | -7.7% | -0.8% | -6.9% | -6.6% |
| 30D | -22.2% | -1.1% | -21.1% | -20.9% |
| 3M | -12.1% | +3.9% | -16.0% | -17.3% |
| 6M | -30.8% | +13.6% | -44.5% | -43.9% |
| YTD | -22.0% | +12.7% | -34.7% | -35.8% |
| 1Y | -50.9% | +17.5% | -68.4% | -62.2% |
| 3Y | -48.3% | +76.9% | -125.2% | -77.6% |
| 5Y | -11.2% | +83.6% | -94.8% | -61.9% |
| All | +108.1% | +184.4% | -76.4% | -43.7% |
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 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