-8.5%
KMDA vs SPY
+483.9%
-492.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +21.4% | +0.1% | +21.4% | +21.3% |
| 3M | +18.1% | +2.0% | +16.1% | +16.7% |
| 6M | -2.3% | +13.0% | -15.3% | -8.9% |
| YTD | +27.2% | +13.5% | +13.7% | +18.4% |
| 1Y | +27.2% | +20.0% | +7.2% | +15.0% |
| 3Y | +60.4% | +77.2% | -16.8% | +17.7% |
| 5Y | +72.4% | +81.9% | -9.5% | +23.4% |
| 10Y | +92.5% | +314.1% | -221.6% | -11.2% |
| All | -8.5% | +483.9% | -492.3% | -68.8% |
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