-0.1%
KMB vs SPXS
-83.1%
+83.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | +6.0% | +0.4% | +5.6% | +6.1% |
| 30D | +13.5% | +10.8% | +2.7% | +14.4% |
| 3M | +3.8% | +9.6% | -5.9% | +4.6% |
| 6M | +15.6% | -4.7% | +20.3% | +15.5% |
| YTD | +14.0% | -24.6% | +38.6% | +12.2% |
| 1Y | +12.9% | -24.6% | +37.5% | +11.2% |
| 3Y | +3.7% | -79.8% | +83.5% | -7.9% |
| 5Y | -0.1% | -83.3% | +83.3% | -13.7% |
| All | -0.1% | -83.1% | +83.1% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling