-99.5%
SPXS vs KIM
+33.1%
-132.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +0.9% |
| 7D | +6.4% | -1.5% | +7.9% | +5.1% |
| 30D | +6.0% | -1.7% | +7.7% | +4.5% |
| 3M | -11.6% | -7.1% | -4.5% | -17.0% |
| 6M | -28.7% | +2.9% | -31.6% | -26.8% |
| YTD | -26.3% | +18.8% | -45.1% | -14.9% |
| 1Y | -34.9% | +9.4% | -44.3% | -29.5% |
| 3Y | -79.5% | +44.6% | -124.0% | -68.9% |
| 5Y | -85.9% | +37.9% | -123.9% | -75.4% |
| All | -99.5% | +33.1% | -132.6% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling