+3,171.5%
KRYS vs SPY
+249.1%
+2,922.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -5.7% | -0.4% | -5.4% | -5.3% |
| 30D | +5.0% | -1.4% | +6.4% | +6.8% |
| 3M | +12.4% | +3.7% | +8.7% | +6.8% |
| 6M | +34.6% | +13.0% | +21.6% | +14.6% |
| YTD | +41.2% | +12.4% | +28.8% | +21.0% |
| 1Y | +146.5% | +18.5% | +128.0% | +97.7% |
| 3Y | +180.6% | +77.6% | +103.0% | +31.0% |
| 5Y | +492.9% | +81.7% | +411.2% | +177.9% |
| All | +3,171.5% | +249.1% | +2,922.5% | +567.3% |
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