+111.9%
KMI vs SPXS
-100.0%
+211.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.4% |
| 7D | -1.8% | +1.2% | -3.0% | -1.4% |
| 30D | +0.1% | +5.2% | -5.1% | +1.5% |
| 3M | +1.2% | -9.2% | +10.3% | -1.4% |
| 6M | -3.9% | -29.6% | +25.7% | -12.6% |
| YTD | +17.5% | -27.6% | +45.2% | +8.0% |
| 1Y | +22.6% | -36.7% | +59.4% | +8.8% |
| 3Y | +116.3% | -79.8% | +196.1% | +47.1% |
| 5Y | +157.6% | -85.9% | +243.5% | +77.2% |
| 10Y | +136.6% | -99.5% | +236.1% | -24.2% |
| All | +111.9% | -100.0% | +211.9% | -58.1% |
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