-80.6%
SPXS vs KIM
+66.0%
-146.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -4.1% |
| 7D | +1.5% | -1.0% | +2.5% | +0.8% |
| 30D | +6.3% | +14.8% | -8.5% | +18.5% |
| 3M | +4.2% | +8.1% | -3.9% | +10.7% |
| 6M | -7.9% | +11.7% | -19.6% | +0.9% |
| YTD | -27.5% | +30.7% | -58.2% | -7.4% |
| 1Y | -27.0% | +29.7% | -56.8% | -7.3% |
| All | -80.6% | +66.0% | -146.6% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling