-18.9%
KMB vs SPXL
+41.5%
-60.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.1% |
| 7D | -8.6% | -1.3% | -7.3% | -8.6% |
| 30D | -7.5% | -5.0% | -2.5% | -7.5% |
| 3M | -0.6% | +7.6% | -8.2% | -0.3% |
| 6M | -1.5% | +33.6% | -35.1% | -3.0% |
| YTD | +1.6% | +28.1% | -26.5% | -0.4% |
| All | -18.9% | +41.5% | -60.5% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling