+114.8%
KMI vs SPXL
+214.3%
-99.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.2% |
| 7D | -2.1% | -6.0% | +3.9% | -1.2% |
| 30D | -1.7% | -5.8% | +4.1% | -0.9% |
| 3M | -1.9% | +10.9% | -12.7% | -3.8% |
| 6M | -4.3% | +31.9% | -36.3% | -9.4% |
| YTD | +15.8% | +25.8% | -9.9% | +10.3% |
| 1Y | +17.6% | +39.8% | -22.2% | +9.2% |
| All | +114.8% | +214.3% | -99.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling