-17.4%
KMB vs SPXS
-38.1%
+20.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -1.9% |
| 7D | -2.7% | -1.5% | -1.2% | -2.7% |
| 30D | -5.0% | +3.7% | -8.7% | -5.0% |
| 3M | +6.6% | -9.6% | +16.1% | +6.9% |
| 6M | +1.0% | -32.4% | +33.4% | -0.2% |
| YTD | +6.0% | -28.7% | +34.6% | +3.8% |
| All | -17.4% | -38.1% | +20.7% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling