+250.1%
SPOT vs KR
+192.2%
+57.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -6.9% | -2.7% | -4.2% | -6.8% |
| 30D | +4.1% | +1.9% | +2.2% | +4.1% |
| 3M | +3.7% | -11.0% | +14.7% | +3.7% |
| 6M | -1.6% | -20.2% | +18.6% | -1.7% |
| YTD | -10.2% | -7.3% | -2.9% | -10.3% |
| 1Y | -25.9% | -13.1% | -12.8% | -25.9% |
| 3Y | +235.6% | +29.7% | +205.9% | +231.1% |
| 5Y | +110.6% | +48.8% | +61.8% | +105.3% |
| All | +250.1% | +192.2% | +57.9% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling