-51.2%
KHC vs SPXL
+1,117.7%
-1,168.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.3% | +9.6% | -12.9% | -5.0% |
| 30D | +9.1% | -9.8% | +18.9% | +10.7% |
| 3M | +1.4% | -9.1% | +10.4% | +2.6% |
| 6M | +8.4% | +1.1% | +7.2% | +6.9% |
| YTD | +6.2% | +22.3% | -16.1% | +0.2% |
| 1Y | +5.7% | +20.3% | -14.6% | -0.1% |
| 3Y | -12.0% | +229.0% | -241.0% | -35.9% |
| 5Y | -15.3% | +103.6% | -118.9% | -35.7% |
| All | -51.2% | +1,117.7% | -1,168.9% | -82.0% |
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