+10.2%
KMPR vs SPY
+304.1%
-293.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.1% |
| 7D | +1.8% | -0.6% | +2.4% | +2.2% |
| 30D | +27.6% | -3.7% | +31.3% | +31.4% |
| 3M | +31.9% | -2.7% | +34.6% | +34.5% |
| 6M | +16.1% | +2.2% | +14.0% | +12.7% |
| YTD | -12.4% | +10.8% | -23.2% | -21.1% |
| 1Y | -2.8% | +11.2% | -14.0% | -12.9% |
| 3Y | -4.6% | +76.5% | -81.0% | -45.3% |
| 5Y | -36.0% | +72.9% | -109.0% | -63.0% |
| 10Y | +10.2% | +304.8% | -294.6% | -74.1% |
| All | +10.2% | +304.1% | -293.9% | -74.1% |
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