-10.7%
KHC vs SPXL
+231.8%
-242.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -2.2% | +1.5% | -3.7% | -2.3% |
| 30D | -0.1% | -3.7% | +3.6% | +0.1% |
| 3M | +8.3% | +8.1% | +0.2% | +7.8% |
| 6M | +5.0% | +39.0% | -34.1% | +2.5% |
| YTD | +8.0% | +29.9% | -21.9% | +5.8% |
| 1Y | -1.1% | +46.6% | -47.7% | -4.2% |
| 3Y | -10.7% | +230.5% | -241.2% | -24.7% |
| All | -10.7% | +231.8% | -242.5% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling