+318.0%
SPYM vs KR
+129.5%
+188.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.6% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -1.1% | +5.1% | -6.1% | -1.5% |
| 3M | +3.9% | -8.2% | +12.0% | +4.6% |
| 6M | +13.6% | -18.0% | +31.6% | +15.4% |
| YTD | +12.7% | -4.8% | +17.5% | +12.6% |
| 1Y | +17.6% | -11.0% | +28.6% | +18.2% |
| 3Y | +77.2% | +37.7% | +39.6% | +67.2% |
| 5Y | +84.1% | +52.8% | +31.3% | +70.3% |
| All | +318.0% | +129.5% | +188.5% | +261.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling