-14.1%
KHC vs SPXL
+99.3%
-113.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +2.0% | +7.4% | -5.4% | +1.5% |
| 30D | +10.6% | -7.8% | +18.4% | +11.1% |
| 3M | +0.5% | -11.9% | +12.5% | +1.2% |
| 6M | +12.1% | -1.7% | +13.8% | +11.7% |
| YTD | +8.9% | +20.8% | -11.9% | +6.5% |
| 1Y | +7.5% | +25.0% | -17.5% | +4.7% |
| 3Y | -10.7% | +226.1% | -236.9% | -22.0% |
| All | -14.1% | +99.3% | -113.4% | -24.0% |
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 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