+6.4%
KDP vs SPXL
+231.8%
-225.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | 0.0% |
| 7D | +2.1% | +1.5% | +0.6% | +2.0% |
| 30D | +8.5% | -3.7% | +12.1% | +8.7% |
| 3M | +6.6% | +8.1% | -1.5% | +6.1% |
| 6M | +17.1% | +39.0% | -22.0% | +14.4% |
| YTD | +19.0% | +29.9% | -10.9% | +16.7% |
| 1Y | +21.8% | +46.6% | -24.8% | +18.2% |
| 3Y | +6.4% | +230.5% | -224.1% | -8.9% |
| All | +6.4% | +231.8% | -225.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling