-35.1%
SPXS vs KIM
+9.2%
-44.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.5% |
| 7D | +2.5% | -1.7% | +4.2% | +2.3% |
| 30D | +4.2% | -3.0% | +7.2% | +3.8% |
| 3M | -9.3% | -8.9% | -0.4% | -10.8% |
| 6M | -30.7% | +2.4% | -33.1% | -28.3% |
| YTD | -28.1% | +18.3% | -46.4% | -22.1% |
| 1Y | -35.1% | +8.2% | -43.2% | -30.8% |
| All | -35.1% | +9.2% | -44.3% | -30.8% |
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