+139.7%
KEX vs SPY
+311.3%
-171.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.7% |
| 30D | +5.1% | -0.9% | +6.1% | +6.2% |
| 3M | -2.6% | +3.9% | -6.4% | -6.7% |
| 6M | +8.2% | +14.5% | -6.4% | -7.8% |
| YTD | +25.2% | +12.9% | +12.3% | +8.5% |
| 1Y | +54.5% | +19.4% | +35.2% | +25.4% |
| 3Y | +63.9% | +78.5% | -14.6% | -16.3% |
| 5Y | +165.0% | +81.8% | +83.2% | +31.0% |
| 10Y | +139.7% | +311.5% | -171.8% | -57.9% |
| All | +139.7% | +311.3% | -171.6% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling