-99.5%
SPXU vs KIM
+32.5%
-132.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.8% |
| 7D | +2.5% | -1.7% | +4.2% | +1.1% |
| 30D | +4.2% | -3.0% | +7.1% | +1.7% |
| 3M | -9.3% | -8.9% | -0.4% | -16.1% |
| 6M | -30.7% | +2.4% | -33.1% | -29.1% |
| YTD | -28.1% | +18.3% | -46.5% | -17.3% |
| 1Y | -35.2% | +8.2% | -43.4% | -30.5% |
| 3Y | -79.9% | +44.0% | -124.0% | -69.7% |
| 5Y | -86.4% | +37.3% | -123.7% | -76.3% |
| All | -99.5% | +32.5% | -132.0% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling