+339.6%
KMPR vs SPY
+3,091.8%
-2,752.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | +19.4% | +2.0% | +17.4% | +16.4% |
| 6M | -11.1% | +13.0% | -24.2% | -21.6% |
| YTD | -28.5% | +13.5% | -42.1% | -37.1% |
| 1Y | -46.1% | +20.0% | -66.0% | -55.1% |
| 3Y | -35.9% | +77.2% | -113.1% | -63.7% |
| 5Y | -53.3% | +81.9% | -135.2% | -74.6% |
| 10Y | -7.4% | +314.1% | -321.5% | -77.2% |
| All | +339.6% | +3,091.8% | -2,752.2% | -67.4% |
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