-12.9%
KMDA vs SPY
+477.4%
-490.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.4% |
| 7D | +9.6% | -0.9% | +10.5% | +10.3% |
| 30D | +3.7% | -2.4% | +6.0% | +5.3% |
| 3M | +17.0% | -1.2% | +18.2% | +18.0% |
| 6M | -1.8% | +3.3% | -5.1% | -3.4% |
| YTD | +21.1% | +12.3% | +8.8% | +13.7% |
| 1Y | +21.1% | +12.4% | +8.7% | +13.7% |
| 3Y | +87.9% | +78.8% | +9.1% | +37.6% |
| 5Y | +55.7% | +75.2% | -19.5% | +14.0% |
| 10Y | +62.9% | +311.1% | -248.2% | -24.4% |
| All | -12.9% | +477.4% | -490.3% | -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