-98.9%
KLXE vs SPY
+195.0%
-293.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | +0.7% | -2.0% | +2.6% | +3.7% |
| 30D | -0.6% | -1.7% | +1.0% | +1.8% |
| 3M | -49.3% | +4.7% | -54.1% | -53.1% |
| 6M | -40.3% | +12.5% | -52.8% | -51.1% |
| YTD | -18.5% | +11.7% | -30.2% | -31.9% |
| 1Y | -19.4% | +17.5% | -36.9% | -38.0% |
| 3Y | -86.8% | +76.6% | -163.3% | -94.3% |
| 5Y | -74.3% | +82.0% | -156.3% | -89.6% |
| All | -98.9% | +195.0% | -293.9% | -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 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