+1,966.3%
KEX vs SPY
+3,091.8%
-1,125.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +7.4% | +0.1% | +7.3% | +7.3% |
| 3M | -1.4% | +2.0% | -3.4% | -3.2% |
| 6M | +5.4% | +13.0% | -7.6% | -6.0% |
| YTD | +27.8% | +13.5% | +14.2% | +13.4% |
| 1Y | +56.1% | +20.0% | +36.1% | +31.8% |
| 3Y | +67.3% | +77.2% | -9.9% | -0.1% |
| 5Y | +164.7% | +81.9% | +82.8% | +54.4% |
| 10Y | +164.1% | +314.1% | -150.0% | -20.4% |
| All | +1,966.3% | +3,091.8% | -1,125.4% | +110.2% |
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