+115.3%
SPOT vs KR
+52.3%
+63.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.9% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | +5.1% | +2.3% | +7.7% |
| 3M | +8.2% | -8.2% | +16.3% | +7.5% |
| 6M | +2.2% | -18.0% | +20.2% | +0.7% |
| YTD | -9.5% | -4.8% | -4.7% | -9.7% |
| 1Y | -23.8% | -11.0% | -12.8% | -24.3% |
| 3Y | +233.5% | +37.7% | +195.8% | +238.9% |
| All | +115.3% | +52.3% | +63.0% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling