← positive_eps_streak (all companies) · KRC (all signals) · all methodology

positive_eps_streak on KILROY REALTY CORP (KRC)

SIC 6798 — Real Estate Investment Trusts · CIK 1025996 · default direction: long

Definition

Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.

Every time the signal fired on KRC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11-5.93%+0.84%-9.00%
FY20242025-02-132025-02-13-1.38%-7.40%-6.27%-7.02%-4.68%
FY20232024-02-092024-02-09+2.74%+4.44%+2.30%-0.75%+7.10%
FY20222023-02-102023-02-10+0.45%-3.65%-20.72%-27.60%-10.56%
FY20212022-02-102022-02-10+0.92%+7.33%+9.23%-6.43%-37.85%
FY20202021-02-122021-02-12-1.28%-0.63%+14.28%+12.55%+15.73%
FY20192020-02-132020-02-13+0.58%-1.62%-21.40%-32.26%-28.89%
FY20182019-02-152019-02-15+0.81%+1.00%+1.22%+4.35%+22.10%
FY20172018-02-132018-02-13+0.47%-0.08%+6.64%+13.69%+13.88%
FY20162017-02-152017-02-15+1.76%+2.98%-3.73%-4.80%-7.53%
FY20152016-02-122016-02-12+3.00%+11.79%+18.34%+36.85%+61.65%
FY20142015-02-102015-02-10-0.27%+2.92%-2.99%-6.76%-34.25%
FY20132014-06-062014-06-06-0.51%-1.09%-0.09%+2.19%+11.05%
FY20122013-02-122013-02-12+0.17%+0.60%+3.42%+12.54%+13.51%
FY20112012-02-082012-02-08+0.62%+0.00%+3.17%+11.72%+22.38%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+13.65%+64.44%long+13.47%22+0.27

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.


Data: /api/company/1025996/financials