-39.5%
KMPR vs SPY
+67.4%
-106.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.7% |
| 7D | +0.5% | -2.7% | +3.2% | +2.4% |
| 30D | +27.2% | -5.4% | +32.6% | +31.9% |
| 3M | +13.3% | -4.1% | +17.4% | +16.3% |
| 6M | +4.2% | +0.7% | +3.5% | +2.8% |
| YTD | -14.9% | +8.7% | -23.6% | -20.8% |
| 1Y | -4.8% | +10.9% | -15.6% | -12.9% |
| 3Y | -12.7% | +75.0% | -87.7% | -45.0% |
| All | -39.5% | +67.4% | -106.8% | -62.6% |
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 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