+233.5%
SPOT vs KR
+33.5%
+200.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +1.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | +5.1% | +2.3% | +8.1% |
| 3M | +8.2% | -8.2% | +16.3% | +6.7% |
| 6M | +2.2% | -18.0% | +20.2% | -0.9% |
| YTD | -9.5% | -4.8% | -4.7% | -9.8% |
| 1Y | -23.8% | -11.0% | -12.8% | -24.6% |
| 3Y | +233.5% | +37.7% | +195.8% | +261.0% |
| All | +233.5% | +33.5% | +200.0% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling