+3,076.5%
SPY vs KR
+3,678.0%
-601.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.1% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -0.9% | +1.5% | -2.5% | -1.3% |
| 3M | +3.9% | -8.5% | +12.4% | +5.4% |
| 6M | +14.5% | -21.9% | +36.4% | +19.5% |
| YTD | +12.9% | -6.9% | +19.8% | +13.4% |
| 1Y | +19.4% | -14.0% | +33.3% | +21.5% |
| 3Y | +78.5% | +30.3% | +48.2% | +64.1% |
| 5Y | +81.8% | +37.7% | +44.0% | +62.3% |
| 10Y | +311.5% | +125.2% | +186.3% | +212.5% |
| All | +3,076.5% | +3,678.0% | -601.5% | +1,308.5% |
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