+1,280.4%
KDP vs SPXL
+7,736.1%
-6,455.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +6.0% | -0.9% | +6.9% | +6.1% |
| 3M | +9.2% | +2.0% | +7.2% | +8.3% |
| 6M | +14.7% | +33.5% | -18.8% | +7.9% |
| YTD | +19.2% | +32.2% | -13.0% | +12.0% |
| 1Y | +15.2% | +48.9% | -33.7% | +5.5% |
| 3Y | +6.0% | +222.9% | -216.9% | -19.8% |
| 5Y | +5.4% | +140.7% | -135.3% | -20.3% |
| 10Y | +171.9% | +1,192.7% | -1,020.8% | +25.9% |
| All | +1,280.4% | +7,736.1% | -6,455.6% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling