-22.5%
KWEB vs SPXS
-99.6%
+77.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | -0.2% |
| 7D | -5.6% | +2.5% | -8.1% | -4.7% |
| 30D | -10.7% | +4.2% | -14.9% | -9.3% |
| 3M | -7.4% | -9.3% | +1.9% | -9.9% |
| 6M | -19.3% | -30.7% | +11.4% | -27.3% |
| YTD | -27.8% | -28.1% | +0.3% | -33.7% |
| 1Y | -35.9% | -35.1% | -0.9% | -42.6% |
| 3Y | -1.9% | -79.6% | +77.6% | -34.6% |
| 5Y | -43.2% | -86.3% | +43.1% | -60.7% |
| All | -22.5% | -99.6% | +77.0% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling