+35.5%
KMB vs SPXS
-99.5%
+135.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.4% |
| 7D | -3.0% | -9.5% | +6.5% | -4.1% |
| 30D | +9.1% | +7.4% | +1.7% | +10.2% |
| 3M | -0.4% | +6.1% | -6.5% | +0.6% |
| 6M | +13.0% | -7.3% | +20.3% | +12.4% |
| YTD | +10.3% | -26.7% | +37.1% | +6.9% |
| 1Y | +8.2% | -26.2% | +34.4% | +5.1% |
| 3Y | +0.4% | -80.3% | +80.7% | -16.8% |
| 5Y | -2.7% | -83.4% | +80.7% | -16.7% |
| All | +35.5% | -99.5% | +135.0% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling