-100.0%
SPXS vs KIM
+267.3%
-367.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.0% | -8.0% | -6.2% |
| 7D | -1.5% | +2.8% | -4.3% | +1.1% |
| 30D | +9.6% | +16.3% | -6.7% | +24.4% |
| 3M | +8.5% | +6.6% | +1.8% | +14.6% |
| 6M | -5.8% | +12.3% | -18.1% | +3.6% |
| YTD | -25.4% | +31.6% | -56.9% | -5.9% |
| 1Y | -28.8% | +31.5% | -60.3% | -10.2% |
| 3Y | -80.9% | +68.0% | -148.9% | -67.2% |
| 5Y | -83.1% | +38.7% | -121.8% | -69.7% |
| 10Y | -99.5% | +65.7% | -165.2% | -98.3% |
| All | -100.0% | +267.3% | -367.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling