+813.5%
SPYM vs KR
+750.9%
+62.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.0% | -2.7% | +0.7% | -1.5% |
| 30D | -1.6% | +1.9% | -3.6% | -2.0% |
| 3M | +4.7% | -11.0% | +15.8% | +6.7% |
| 6M | +12.6% | -20.2% | +32.8% | +16.7% |
| YTD | +11.8% | -7.3% | +19.1% | +12.3% |
| 1Y | +17.5% | -13.1% | +30.7% | +19.3% |
| 3Y | +77.0% | +29.7% | +47.2% | +62.6% |
| 5Y | +82.6% | +48.8% | +33.8% | +60.0% |
| 10Y | +320.3% | +122.8% | +197.5% | +216.3% |
| All | +813.5% | +750.9% | +62.6% | +368.3% |
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 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