+266.4%
KDP vs SPXL
+1,146.6%
-880.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.2% |
| 7D | +4.0% | -3.8% | +7.7% | +4.3% |
| 30D | +16.8% | -8.8% | +25.6% | +18.0% |
| 3M | +32.0% | -7.4% | +39.4% | +33.0% |
| 6M | +35.2% | +1.8% | +33.4% | +33.8% |
| YTD | +40.9% | +23.6% | +17.3% | +34.9% |
| 1Y | +47.7% | +21.7% | +25.9% | +41.5% |
| 3Y | +34.8% | +232.4% | -197.6% | +6.1% |
| 5Y | +22.6% | +110.4% | -87.8% | -0.8% |
| 10Y | +266.4% | +1,140.4% | -873.9% | +77.8% |
| All | +266.4% | +1,146.6% | -880.1% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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