-55.5%
KMLI vs SPY
+29.2%
-84.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -2.7% |
| 7D | -8.3% | -0.8% | -7.5% | -6.7% |
| 30D | +5.1% | -1.1% | +6.2% | +7.5% |
| 3M | +29.5% | +3.9% | +25.6% | +17.7% |
| 6M | -0.7% | +13.6% | -14.3% | -28.9% |
| YTD | -28.3% | +12.7% | -41.0% | -47.3% |
| 1Y | -51.9% | +17.5% | -69.4% | -67.6% |
| All | -55.5% | +29.2% | -84.7% | -76.4% |
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