+616.6%
KO vs SPXS
-100.0%
+716.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -0.5% |
| 30D | +0.8% | +5.2% | -4.4% | +1.7% |
| 3M | +8.3% | -9.2% | +17.5% | +6.7% |
| 6M | +14.0% | -29.6% | +43.6% | +7.6% |
| YTD | +26.9% | -27.6% | +54.5% | +20.5% |
| 1Y | +32.7% | -36.7% | +69.4% | +23.2% |
| 3Y | +63.9% | -79.8% | +143.8% | +27.3% |
| 5Y | +81.7% | -85.9% | +167.6% | +42.0% |
| 10Y | +183.0% | -99.5% | +282.6% | +36.6% |
| All | +616.6% | -100.0% | +716.6% | +71.6% |
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 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