+1,071.7%
KEYS vs SPXS
-99.8%
+1,171.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.2% |
| 7D | +2.9% | +1.2% | +1.7% | +3.4% |
| 30D | -1.3% | +5.2% | -6.5% | +0.7% |
| 3M | -0.1% | -9.2% | +9.0% | -2.4% |
| 6M | +17.4% | -29.6% | +47.0% | +5.7% |
| YTD | +62.9% | -27.6% | +90.5% | +49.5% |
| 1Y | +95.7% | -36.7% | +132.5% | +73.1% |
| 3Y | +150.2% | -79.8% | +230.0% | +65.9% |
| 5Y | +83.1% | -85.9% | +169.0% | +27.2% |
| 10Y | +1,020.9% | -99.5% | +1,120.5% | +242.8% |
| All | +1,071.7% | -99.8% | +1,171.5% | +210.4% |
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