-85.9%
SPXS vs KIM
+37.3%
-123.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +0.2% |
| 30D | +5.2% | -1.1% | +6.3% | +3.9% |
| 3M | -9.2% | -5.3% | -3.8% | -14.9% |
| 6M | -29.6% | +3.9% | -33.5% | -26.2% |
| YTD | -27.6% | +20.3% | -47.9% | -10.2% |
| 1Y | -36.7% | +10.4% | -47.2% | -28.8% |
| 3Y | -79.8% | +46.3% | -126.1% | -63.4% |
| 5Y | -85.9% | +37.6% | -123.4% | -71.4% |
| All | -85.9% | +37.3% | -123.2% | -71.4% |
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