+461.7%
KGC vs SPXL
+137.2%
+324.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | -0.1% | -1.3% | +1.2% | +0.3% |
| 30D | +10.5% | -5.0% | +15.5% | +12.1% |
| 3M | +19.8% | +7.6% | +12.2% | +17.4% |
| 6M | -6.7% | +33.6% | -40.3% | -13.3% |
| YTD | +7.8% | +28.1% | -20.3% | +1.0% |
| 1Y | +35.7% | +43.6% | -8.0% | +23.5% |
| 3Y | +553.7% | +225.8% | +327.9% | +364.4% |
| 5Y | +461.7% | +140.1% | +321.6% | +290.3% |
| All | +461.7% | +137.2% | +324.5% | +290.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling