+514.9%
KR vs SPXL
+7,537.4%
-7,022.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.4% |
| 7D | -0.2% | -2.5% | +2.4% | +0.2% |
| 30D | +5.1% | -4.2% | +9.3% | +5.6% |
| 3M | -8.2% | +8.1% | -16.3% | -9.4% |
| 6M | -18.0% | +35.6% | -53.6% | -22.0% |
| YTD | -4.8% | +28.8% | -33.6% | -9.0% |
| 1Y | -11.0% | +39.8% | -50.9% | -16.3% |
| 3Y | +37.7% | +221.4% | -183.7% | +10.3% |
| 5Y | +52.8% | +146.9% | -94.1% | +21.2% |
| 10Y | +128.8% | +1,255.8% | -1,127.0% | +17.2% |
| All | +514.9% | +7,537.4% | -7,022.5% | +86.1% |
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