+165.0%
KEX vs SPY
+81.8%
+83.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.6% |
| 30D | +5.1% | -0.9% | +6.1% | +6.1% |
| 3M | -2.6% | +3.9% | -6.4% | -6.1% |
| 6M | +8.2% | +14.5% | -6.4% | -5.5% |
| YTD | +25.2% | +12.9% | +12.3% | +10.9% |
| 1Y | +54.5% | +19.4% | +35.2% | +29.4% |
| 3Y | +63.9% | +78.5% | -14.6% | -6.1% |
| 5Y | +165.0% | +81.8% | +83.2% | +45.3% |
| All | +165.0% | +81.8% | +83.2% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling