+37.8%
KMB vs SPXS
-99.5%
+137.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -2.2% |
| 7D | +0.1% | +1.5% | -1.4% | +0.4% |
| 30D | +10.2% | +6.3% | +3.9% | +11.3% |
| 3M | +1.5% | +4.2% | -2.8% | +2.3% |
| 6M | +16.6% | -7.9% | +24.5% | +16.0% |
| YTD | +12.1% | -27.5% | +39.6% | +8.5% |
| 1Y | +11.1% | -27.0% | +38.1% | +7.7% |
| 3Y | +1.9% | -80.5% | +82.5% | -15.6% |
| 5Y | -1.3% | -84.0% | +82.7% | -15.9% |
| 10Y | +37.8% | -99.5% | +137.3% | -27.6% |
| All | +37.8% | -99.5% | +137.3% | -27.6% |
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