+329.1%
KRE vs SPXS
-100.0%
+429.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.5% |
| 7D | -1.1% | +1.2% | -2.3% | -0.5% |
| 30D | -3.4% | +5.2% | -8.6% | -1.2% |
| 3M | +3.7% | -9.2% | +12.9% | +0.1% |
| 6M | +14.8% | -29.6% | +44.4% | +0.3% |
| YTD | +14.7% | -27.6% | +42.3% | +2.1% |
| 1Y | +16.0% | -36.7% | +52.7% | -1.6% |
| 3Y | +84.3% | -79.8% | +164.1% | +8.6% |
| 5Y | +30.9% | -85.9% | +116.7% | -19.8% |
| 10Y | +122.0% | -99.5% | +221.5% | -54.0% |
| All | +329.1% | -100.0% | +429.1% | -86.4% |
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