+114.5%
KRUS vs SPY
+183.7%
-69.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.4% |
| 7D | -6.3% | -0.4% | -6.0% | -5.9% |
| 30D | -13.4% | -1.4% | -12.0% | -11.5% |
| 3M | -5.2% | +3.7% | -8.9% | -10.6% |
| 6M | -30.4% | +13.0% | -43.4% | -43.1% |
| YTD | -19.6% | +12.4% | -32.0% | -33.5% |
| 1Y | -47.3% | +18.5% | -65.8% | -60.0% |
| 3Y | -48.5% | +77.6% | -126.1% | -77.8% |
| 5Y | -7.2% | +81.7% | -88.9% | -59.6% |
| All | +114.5% | +183.7% | -69.2% | -41.7% |
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 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