-98.9%
KLXE vs SPY
+197.5%
-296.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.3% |
| 7D | +0.7% | -0.8% | +1.4% | +1.8% |
| 30D | -6.7% | -1.1% | -5.6% | -5.3% |
| 3M | -46.9% | +3.9% | -50.8% | -50.1% |
| 6M | -47.8% | +13.6% | -61.4% | -57.8% |
| YTD | -18.5% | +12.7% | -31.2% | -32.8% |
| 1Y | -17.6% | +17.5% | -35.2% | -36.7% |
| 3Y | -86.8% | +76.9% | -163.7% | -94.3% |
| 5Y | -74.3% | +83.6% | -157.9% | -89.8% |
| All | -98.9% | +197.5% | -296.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling