-100.0%
SPXU vs KIM
+482.9%
-582.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.5% |
| 7D | -7.6% | +0.1% | -7.7% | -7.4% |
| 30D | +5.3% | +14.1% | -8.8% | +19.0% |
| 3M | +9.6% | +6.0% | +3.6% | +15.8% |
| 6M | -4.5% | +13.2% | -17.8% | +6.9% |
| YTD | -25.9% | +30.4% | -56.3% | -5.0% |
| 1Y | -28.9% | +31.0% | -59.9% | -8.3% |
| 3Y | -80.5% | +67.6% | -148.1% | -64.6% |
| 5Y | -83.4% | +35.8% | -119.1% | -69.1% |
| 10Y | -99.5% | +63.7% | -163.2% | -98.3% |
| All | -100.0% | +482.9% | -582.9% | -99.8% |
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