-83.2%
SPXS vs KIM
+34.6%
-117.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.7% |
| 7D | -7.5% | +0.1% | -7.6% | -7.3% |
| 30D | +5.3% | +14.1% | -8.8% | +22.1% |
| 3M | +9.7% | +6.0% | +3.7% | +16.9% |
| 6M | -4.6% | +13.2% | -17.8% | +9.6% |
| YTD | -25.8% | +30.4% | -56.2% | +1.5% |
| 1Y | -28.8% | +31.0% | -59.8% | -1.9% |
| 3Y | -80.2% | +67.6% | -147.8% | -56.8% |
| All | -83.2% | +34.6% | -117.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling