-42.5%
KHC vs SPXL
+1,236.2%
-1,278.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +2.0% | +7.4% | -5.4% | +0.5% |
| 30D | +10.6% | -7.8% | +18.4% | +11.9% |
| 3M | +0.5% | -11.9% | +12.5% | +2.4% |
| 6M | +12.1% | -1.7% | +13.8% | +11.1% |
| YTD | +8.9% | +20.8% | -11.9% | +2.7% |
| 1Y | +7.5% | +25.0% | -17.5% | +0.5% |
| 3Y | -10.7% | +226.1% | -236.9% | -35.9% |
| 5Y | -13.2% | +101.1% | -114.3% | -35.0% |
| 10Y | -50.6% | +1,112.6% | -1,163.2% | -82.0% |
| All | -42.5% | +1,236.2% | -1,278.8% | -80.6% |
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