-55.2%
KMLI vs SPY
+28.1%
-83.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +4.3% |
| 7D | -8.6% | -2.0% | -6.7% | -4.6% |
| 30D | -6.1% | -1.7% | -4.5% | -2.8% |
| 3M | +34.5% | +4.7% | +29.7% | +19.4% |
| 6M | +2.6% | +12.5% | -9.9% | -24.9% |
| YTD | -27.7% | +11.7% | -39.4% | -45.8% |
| 1Y | -52.0% | +17.5% | -69.5% | -67.6% |
| All | -55.2% | +28.1% | -83.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling