+19.6%
KWEB vs SPXS
-99.9%
+119.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.2% | -0.7% |
| 7D | -4.3% | +6.4% | -10.7% | -2.2% |
| 30D | -13.0% | +6.0% | -19.0% | -11.2% |
| 3M | -7.6% | -11.6% | +4.1% | -10.9% |
| 6M | -21.1% | -28.7% | +7.6% | -28.5% |
| YTD | -28.2% | -26.3% | -1.9% | -33.8% |
| 1Y | -34.9% | -34.9% | +0.1% | -41.8% |
| 3Y | -0.8% | -79.5% | +78.7% | -34.7% |
| 5Y | -43.6% | -85.9% | +42.4% | -61.2% |
| 10Y | -21.7% | -99.5% | +77.9% | -77.4% |
| All | +19.6% | -99.9% | +119.5% | -77.4% |
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