-51.5%
KMLI vs SPY
+30.2%
-81.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | +2.1% | +0.1% | +2.0% | +1.7% |
| 3M | +37.1% | +2.0% | +35.1% | +30.8% |
| 6M | +6.2% | +13.0% | -6.8% | -22.9% |
| YTD | -21.8% | +13.5% | -35.4% | -43.5% |
| 1Y | -51.0% | +20.0% | -71.0% | -68.4% |
| All | -51.5% | +30.2% | -81.7% | -74.7% |
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 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