-6.6%
KMB vs SPXS
-80.8%
+74.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | +0.8% | -6.3% | -5.4% |
| 3M | +14.0% | -4.7% | +18.7% | +14.0% |
| 6M | +4.1% | -29.6% | +33.7% | +2.9% |
| YTD | +8.0% | -29.8% | +37.9% | +6.8% |
| 1Y | -13.7% | -38.9% | +25.2% | -15.1% |
| All | -6.6% | -80.8% | +74.2% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling