-52.8%
KMPR vs SPY
+81.0%
-133.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | +4.4% | -1.4% | +5.8% | +5.5% |
| 3M | +13.2% | +3.7% | +9.4% | +9.8% |
| 6M | -8.7% | +13.0% | -21.7% | -17.2% |
| YTD | -30.6% | +12.4% | -43.0% | -36.7% |
| 1Y | -47.3% | +18.5% | -65.9% | -54.0% |
| 3Y | -37.9% | +77.6% | -115.5% | -60.8% |
| 5Y | -52.8% | +81.7% | -134.5% | -72.1% |
| All | -52.8% | +81.0% | -133.8% | -72.1% |
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 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