+13.8%
KMB vs SPXL
+1,239.4%
-1,225.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -7.7% | -6.0% | -1.7% | -6.9% |
| 30D | -8.2% | -5.8% | -2.4% | -7.5% |
| 3M | -1.9% | +10.9% | -12.7% | -3.4% |
| 6M | -0.7% | +31.9% | -32.6% | -4.7% |
| YTD | +1.4% | +25.8% | -24.4% | -2.4% |
| 1Y | -19.1% | +39.8% | -58.9% | -23.4% |
| 3Y | -12.6% | +219.9% | -232.4% | -29.0% |
| 5Y | -12.7% | +141.1% | -153.7% | -29.6% |
| All | +13.8% | +1,239.4% | -1,225.5% | -41.3% |
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