+655.3%
KGC vs SPXL
+1,239.4%
-584.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -4.0% |
| 7D | -8.4% | -6.0% | -2.4% | -7.4% |
| 30D | +6.3% | -5.8% | +12.1% | +7.5% |
| 3M | +22.4% | +10.9% | +11.6% | +20.2% |
| 6M | -11.4% | +31.9% | -43.3% | -15.3% |
| YTD | +3.1% | +25.8% | -22.6% | -0.7% |
| 1Y | +26.6% | +39.8% | -13.2% | +19.8% |
| 3Y | +525.6% | +219.9% | +305.7% | +408.8% |
| 5Y | +451.7% | +141.1% | +310.6% | +347.1% |
| All | +655.3% | +1,239.4% | -584.1% | +426.2% |
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