+17.7%
KMDA vs SPY
+17.2%
+0.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.0% |
| 7D | -3.4% | -2.0% | -1.4% | -1.3% |
| 30D | +15.0% | -1.7% | +16.7% | +17.0% |
| 3M | +13.1% | +4.7% | +8.4% | +6.9% |
| 6M | -6.2% | +12.5% | -18.7% | -18.3% |
| YTD | +19.0% | +11.7% | +7.3% | +5.0% |
| 1Y | +17.7% | +17.5% | +0.2% | -0.7% |
| All | +17.7% | +17.2% | +0.5% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling