ETFs 5Y annual returns >KMAs

The chart shows the growth of an initial investment of $10,000 in ETFs 5Y annual returns >KMAs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since May 11, 2020, ETFs 5Y annual returns >KMAs's average daily return is +0.10%, while the average monthly return is +2.08%. At this rate, an investment would double in approximately 2.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Aug 2025 with a return of +13.6%, while the worst month was Jun 2022 at -14.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ETFs 5Y annual returns >KMAs closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Jun 5, 2026 at -7.2%.

ETFs 5Y annual returns >KMAs has an annualized alpha of 8.74%, beta of 1.04, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since May 11, 2020.

• This portfolio captured 124.80% of S&P 500 Index gains but only 91.57% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 8.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.04 and R2 of 0.54, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

ETFs 5Y annual returns >KMAs has an expense ratio of 0.57%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ETFs 5Y annual returns >KMAs ranks 67 for risk / return — better than 67% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current ETFs 5Y annual returns >KMAs Sharpe ratio is 2.35 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of ETFs 5Y annual returns >KMAs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ETFs 5Y annual returns >KMAs provided a 1.17% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the ETFs 5Y annual returns >KMAs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ETFs 5Y annual returns >KMAs was 33.47%, occurring on Sep 26, 2022. Recovery took 377 trading sessions.

The current ETFs 5Y annual returns >KMAs drawdown is 7.58%.

The chart below shows the rolling one-month volatility.