+2,896.3%
KLAC vs SPXL
+1,271.9%
+1,624.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.5% | +0.6% |
| 7D | -2.7% | -2.5% | -0.1% | -1.2% |
| 30D | -13.2% | -4.2% | -8.9% | -11.1% |
| 3M | -25.0% | +8.1% | -33.1% | -27.7% |
| 6M | +23.6% | +35.6% | -12.0% | +5.3% |
| YTD | +49.2% | +28.8% | +20.4% | +31.3% |
| 1Y | +89.3% | +39.8% | +49.5% | +59.4% |
| 3Y | +274.4% | +221.4% | +53.0% | +95.3% |
| 5Y | +440.9% | +146.9% | +294.0% | +200.7% |
| All | +2,896.3% | +1,271.9% | +1,624.5% | +518.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling