+82.9%
KORU vs SPXL
+1,271.9%
-1,188.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.5% | +6.6% |
| 7D | -1.7% | -2.5% | +0.8% | +1.1% |
| 30D | +13.5% | -4.2% | +17.8% | +19.5% |
| 3M | -45.2% | +8.1% | -53.3% | -45.4% |
| 6M | +17.1% | +35.6% | -18.5% | +9.2% |
| YTD | +154.1% | +28.8% | +125.3% | +153.7% |
| 1Y | +375.7% | +39.8% | +335.8% | +350.1% |
| 3Y | +474.0% | +221.4% | +252.6% | +155.4% |
| 5Y | +60.4% | +146.9% | -86.5% | -14.8% |
| All | +82.9% | +1,271.9% | -1,188.9% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling