-43.1%
KHC vs SPXL
+1,361.7%
-1,404.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | +14.4% | +2.0% | +12.4% | +13.3% |
| 6M | +8.7% | +33.5% | -24.8% | +1.4% |
| YTD | +7.8% | +32.2% | -24.4% | +0.5% |
| 1Y | -1.5% | +48.9% | -50.4% | -10.9% |
| 3Y | -9.9% | +222.9% | -232.7% | -34.8% |
| 5Y | -10.7% | +140.7% | -151.4% | -35.9% |
| 10Y | -55.7% | +1,192.7% | -1,248.4% | -84.0% |
| All | -43.1% | +1,361.7% | -1,404.8% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling