+81.6%
KO vs SPXL
+136.1%
-54.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.5% |
| 7D | -1.1% | -6.0% | +4.9% | -0.6% |
| 30D | +1.6% | -5.8% | +7.3% | +2.1% |
| 3M | +5.8% | +10.9% | -5.1% | +4.6% |
| 6M | +14.3% | +31.9% | -17.6% | +10.7% |
| YTD | +27.3% | +25.8% | +1.6% | +23.7% |
| 1Y | +33.2% | +39.8% | -6.6% | +27.6% |
| 3Y | +64.5% | +219.9% | -155.4% | +36.1% |
| All | +81.6% | +136.1% | -54.5% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling