+250.2%
KYMR vs SPY
+146.1%
+104.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | +0.1% |
| 7D | -2.2% | +0.5% | -2.7% | -3.0% |
| 30D | +8.3% | -0.9% | +9.3% | +9.8% |
| 3M | +57.5% | +3.9% | +53.6% | +48.0% |
| 6M | +39.5% | +14.5% | +25.0% | +12.3% |
| YTD | +49.7% | +12.9% | +36.8% | +22.9% |
| 1Y | +169.2% | +19.4% | +149.9% | +101.5% |
| 3Y | +514.9% | +78.5% | +436.5% | +153.9% |
| 5Y | +85.6% | +81.8% | +3.9% | -22.8% |
| All | +250.2% | +146.1% | +104.0% | +12.8% |
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