+254.4%
KMB vs SPXL
+7,736.1%
-7,481.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -5.5% | -0.9% | -4.6% | -5.4% |
| 3M | +14.0% | +2.0% | +11.9% | +13.2% |
| 6M | +4.1% | +33.5% | -29.4% | -1.0% |
| YTD | +8.0% | +32.2% | -24.1% | +2.7% |
| 1Y | -13.7% | +48.9% | -62.6% | -19.7% |
| 3Y | -5.9% | +222.9% | -228.8% | -25.4% |
| 5Y | -8.6% | +140.7% | -149.3% | -27.9% |
| 10Y | +17.3% | +1,192.7% | -1,175.4% | -38.8% |
| All | +254.4% | +7,736.1% | -7,481.7% | +17.2% |
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