+419.7%
KMPR vs SPY
+3,027.0%
-2,607.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -2.9% |
| 7D | -5.5% | +0.1% | -5.6% | -5.7% |
| 30D | +23.0% | -3.3% | +26.3% | +26.5% |
| 3M | +17.7% | -2.4% | +20.1% | +19.8% |
| 6M | +11.9% | +2.6% | +9.4% | +8.0% |
| YTD | -15.5% | +11.2% | -26.8% | -24.6% |
| 1Y | -6.7% | +13.4% | -20.1% | -18.4% |
| 3Y | -8.1% | +79.9% | -88.0% | -49.0% |
| 5Y | -38.7% | +72.2% | -110.9% | -64.9% |
| 10Y | +8.9% | +307.3% | -298.4% | -72.9% |
| All | +419.7% | +3,027.0% | -2,607.3% | -60.9% |
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