-13.4%
KHC vs SPXL
+137.2%
-150.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.7% |
| 30D | +0.3% | -5.0% | +5.3% | +0.7% |
| 3M | +6.7% | +7.6% | -0.9% | +6.0% |
| 6M | +4.2% | +33.6% | -29.4% | +1.4% |
| YTD | +6.7% | +28.1% | -21.4% | +4.2% |
| 1Y | -1.4% | +43.6% | -45.0% | -4.9% |
| 3Y | -11.8% | +225.8% | -237.6% | -22.8% |
| 5Y | -13.4% | +140.1% | -153.4% | -24.9% |
| All | -13.4% | +137.2% | -150.6% | -24.9% |
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 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