+579.4%
KO vs SPXL
+7,356.5%
-6,777.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.6% |
| 7D | -1.1% | -6.0% | +4.9% | 0.0% |
| 30D | +1.6% | -5.8% | +7.3% | +2.6% |
| 3M | +5.8% | +10.9% | -5.1% | +3.4% |
| 6M | +14.3% | +31.9% | -17.6% | +7.6% |
| YTD | +27.3% | +25.8% | +1.6% | +20.5% |
| 1Y | +33.2% | +39.8% | -6.6% | +23.1% |
| 3Y | +64.5% | +219.9% | -155.4% | +23.5% |
| 5Y | +83.1% | +141.1% | -58.0% | +37.0% |
| 10Y | +183.9% | +1,223.7% | -1,039.8% | +34.2% |
| All | +579.4% | +7,356.5% | -6,777.2% | +92.7% |
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 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