+267.5%
KMB vs SPXL
+7,227.9%
-6,960.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.3% |
| 7D | +0.1% | -3.8% | +3.8% | +0.4% |
| 30D | +10.2% | -8.8% | +19.0% | +11.4% |
| 3M | +1.5% | -7.4% | +8.9% | +2.2% |
| 6M | +16.6% | +1.8% | +14.9% | +15.4% |
| YTD | +12.1% | +23.6% | -11.5% | +7.2% |
| 1Y | +11.1% | +21.7% | -10.7% | +6.4% |
| 3Y | +1.9% | +232.4% | -230.5% | -19.7% |
| 5Y | -1.3% | +110.4% | -111.7% | -20.5% |
| 10Y | +37.8% | +1,140.4% | -1,102.6% | -27.8% |
| All | +267.5% | +7,227.9% | -6,960.4% | +22.3% |
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 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