+14.3%
KO vs SPXS
-28.5%
+42.8%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | +0.2% |
| 7D | -1.1% | +6.4% | -7.5% | -1.6% |
| 30D | +1.6% | +6.0% | -4.4% | +1.0% |
| 3M | +5.8% | -11.6% | +17.4% | +6.9% |
| 6M | +14.3% | -28.7% | +43.0% | +12.6% |
| All | +14.3% | -28.5% | +42.8% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling