+25.7%
KGC vs SPXL
+41.9%
-16.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.7% |
| 7D | -5.6% | -2.5% | -3.1% | -4.2% |
| 30D | +6.1% | -4.2% | +10.4% | +8.8% |
| 3M | +17.3% | +8.1% | +9.2% | +11.6% |
| 6M | -10.3% | +35.6% | -45.9% | -23.5% |
| YTD | +3.9% | +28.8% | -24.9% | -10.2% |
| 1Y | +25.7% | +39.8% | -14.1% | -0.9% |
| All | +25.7% | +41.9% | -16.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling