+64.4%
KMDA vs SPY
+308.5%
-244.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +18.3% | +3.3% | +15.1% | +16.1% |
| 30D | +5.7% | -2.7% | +8.4% | +7.6% |
| 3M | +20.6% | -1.7% | +22.4% | +22.1% |
| 6M | -1.6% | +3.1% | -4.6% | -3.1% |
| YTD | +21.1% | +11.9% | +9.2% | +13.8% |
| 1Y | +17.4% | +12.0% | +5.5% | +10.4% |
| 3Y | +87.9% | +78.2% | +9.7% | +37.4% |
| 5Y | +55.9% | +73.2% | -17.3% | +14.3% |
| All | +64.4% | +308.5% | -244.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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