+385.1%
KEY vs SPXS
-100.0%
+485.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | +0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +1.4% |
| 30D | +6.9% | +10.8% | -4.0% | +13.7% |
| 3M | -5.0% | +9.6% | -14.7% | +0.9% |
| 6M | +0.7% | -4.7% | +5.5% | +0.2% |
| YTD | +6.5% | -24.6% | +31.0% | -4.7% |
| 1Y | +22.6% | -24.6% | +47.2% | +10.2% |
| 3Y | +125.3% | -79.8% | +205.1% | +17.1% |
| 5Y | +13.9% | -83.3% | +97.2% | -31.7% |
| 10Y | +105.3% | -99.5% | +204.8% | -69.0% |
| All | +385.1% | -100.0% | +485.1% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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