-56.5%
KMLI vs SPY
+28.9%
-85.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -4.5% |
| 7D | -12.9% | -0.4% | -12.5% | -12.2% |
| 30D | +3.0% | -1.4% | +4.4% | +6.0% |
| 3M | +22.0% | +3.7% | +18.3% | +11.5% |
| 6M | -3.2% | +13.0% | -16.2% | -29.7% |
| YTD | -29.8% | +12.4% | -42.2% | -48.0% |
| 1Y | -54.3% | +18.5% | -72.8% | -69.7% |
| All | -56.5% | +28.9% | -85.3% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling