+75.4%
SPY vs KR
+30.0%
+45.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.5% |
| 7D | -2.0% | -2.7% | +0.7% | -2.2% |
| 30D | -1.7% | +1.9% | -3.6% | -1.5% |
| 3M | +4.7% | -11.0% | +15.8% | +4.0% |
| 6M | +12.5% | -20.2% | +32.7% | +11.2% |
| YTD | +11.7% | -7.3% | +19.0% | +11.0% |
| 1Y | +17.5% | -13.1% | +30.6% | +16.5% |
| All | +75.4% | +30.0% | +45.4% | +68.3% |
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