-86.1%
SPXU vs KIM
+35.1%
-121.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +0.5% |
| 7D | +6.4% | -1.5% | +7.8% | +4.6% |
| 30D | +5.9% | -1.7% | +7.6% | +4.0% |
| 3M | -11.7% | -7.1% | -4.5% | -19.0% |
| 6M | -28.7% | +2.9% | -31.6% | -26.0% |
| YTD | -26.4% | +18.8% | -45.2% | -9.8% |
| 1Y | -35.2% | +9.4% | -44.7% | -27.8% |
| 3Y | -79.8% | +44.6% | -124.4% | -63.8% |
| 5Y | -86.1% | +37.9% | -124.0% | -71.9% |
| All | -86.1% | +35.1% | -121.1% | -71.9% |
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 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