-13.3%
KMDA vs SPY
+473.3%
-486.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +11.9% | +2.6% | +9.3% | +10.3% |
| 30D | +6.4% | -2.0% | +8.4% | +7.9% |
| 3M | +13.7% | -2.8% | +16.5% | +15.8% |
| 6M | +5.1% | +2.1% | +2.9% | +4.0% |
| YTD | +20.5% | +11.5% | +9.0% | +13.6% |
| 1Y | +20.2% | +13.5% | +6.7% | +12.2% |
| 3Y | +82.7% | +77.7% | +5.0% | +34.3% |
| 5Y | +55.2% | +72.6% | -17.4% | +14.5% |
| 10Y | +62.1% | +308.2% | -246.1% | -24.4% |
| All | -13.3% | +473.3% | -486.6% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling