+1,726.2%
KEX vs SPY
+3,027.0%
-1,300.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +0.7% |
| 7D | -11.5% | +0.1% | -11.6% | -11.6% |
| 30D | -8.7% | -3.3% | -5.4% | -5.9% |
| 3M | -5.2% | -2.4% | -2.8% | -3.2% |
| 6M | -12.5% | +2.6% | -15.1% | -14.7% |
| YTD | +12.9% | +11.2% | +1.7% | +2.0% |
| 1Y | +15.6% | +13.4% | +2.2% | +2.6% |
| 3Y | +62.4% | +79.9% | -17.5% | -4.3% |
| 5Y | +116.5% | +72.2% | +44.3% | +32.5% |
| 10Y | +99.1% | +307.3% | -208.3% | -39.2% |
| All | +1,726.2% | +3,027.0% | -1,300.8% | +89.1% |
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