-100.0%
SPXU vs KIM
+442.1%
-542.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +2.3% |
| 7D | -1.5% | -0.3% | -1.1% | -1.8% |
| 30D | +3.7% | -1.7% | +5.4% | +2.1% |
| 3M | -9.6% | -0.8% | -8.7% | -10.6% |
| 6M | -32.4% | +4.4% | -36.8% | -29.4% |
| YTD | -28.7% | +21.2% | -49.9% | -14.6% |
| 1Y | -38.2% | +10.5% | -48.8% | -31.8% |
| 3Y | -80.4% | +47.5% | -127.9% | -68.3% |
| 5Y | -86.0% | +37.1% | -123.1% | -73.8% |
| 10Y | -99.5% | +29.5% | -129.0% | -98.7% |
| All | -100.0% | +442.1% | -542.1% | -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