-10.9%
KMB vs SPXS
-85.9%
+75.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -1.8% |
| 7D | -2.7% | -1.5% | -1.2% | -2.8% |
| 30D | -5.0% | +3.7% | -8.7% | -4.8% |
| 3M | +6.6% | -9.6% | +16.1% | +6.0% |
| 6M | +1.0% | -32.4% | +33.4% | -1.5% |
| YTD | +6.0% | -28.7% | +34.6% | +3.7% |
| 1Y | -16.6% | -38.1% | +21.5% | -19.2% |
| 3Y | -8.6% | -80.1% | +71.5% | -18.7% |
| 5Y | -10.9% | -85.9% | +75.1% | -23.6% |
| All | -10.9% | -85.9% | +75.1% | -23.6% |
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 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