+273.5%
KMB vs SPXS
-100.0%
+373.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.4% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | +0.8% | -6.3% | -5.3% |
| 3M | +14.0% | -4.7% | +18.7% | +13.4% |
| 6M | +4.1% | -29.6% | +33.7% | -0.5% |
| YTD | +8.0% | -29.8% | +37.9% | +3.3% |
| 1Y | -13.7% | -38.9% | +25.2% | -19.0% |
| 3Y | -5.9% | -79.6% | +73.7% | -22.9% |
| 5Y | -8.6% | -85.9% | +77.3% | -25.2% |
| 10Y | +17.3% | -99.5% | +116.8% | -37.3% |
| All | +273.5% | -100.0% | +373.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling