-39.1%
KMPR vs SPY
+78.7%
-117.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.5% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -5.3% | -0.9% | -4.4% | -4.7% |
| 3M | +10.7% | +3.9% | +6.9% | +7.7% |
| 6M | -14.2% | +14.5% | -28.7% | -22.5% |
| YTD | -32.0% | +12.9% | -44.9% | -37.9% |
| 1Y | -48.0% | +19.4% | -67.3% | -54.4% |
| 3Y | -39.1% | +78.5% | -117.6% | -63.6% |
| All | -39.1% | +78.7% | -117.8% | -63.6% |
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