-38.9%
SPXS vs KIM
+10.4%
-49.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.1% | +0.4% | -0.5% | 0.0% |
| 30D | +0.8% | -4.0% | +4.8% | +0.3% |
| 3M | -4.7% | +0.5% | -5.3% | -3.5% |
| 6M | -29.6% | +3.6% | -33.2% | -27.2% |
| YTD | -29.8% | +20.4% | -50.2% | -24.1% |
| 1Y | -38.9% | +9.7% | -48.6% | -34.7% |
| All | -38.9% | +10.4% | -49.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling