+100.0%
KEX vs SPY
+307.0%
-207.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +7.2% | +2.6% | +4.6% | +4.2% |
| 30D | -5.9% | -2.0% | -3.9% | -3.8% |
| 3M | -5.7% | -2.8% | -2.9% | -2.8% |
| 6M | -11.6% | +2.1% | -13.7% | -14.0% |
| YTD | +17.7% | +11.5% | +6.2% | +3.3% |
| 1Y | +20.6% | +13.5% | +7.2% | +3.7% |
| 3Y | +70.5% | +77.7% | -7.2% | -12.5% |
| 5Y | +122.4% | +72.6% | +49.8% | +17.1% |
| All | +100.0% | +307.0% | -207.0% | -64.6% |
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