+121.9%
KRE vs SPXL
+1,271.9%
-1,149.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | -1.8% | -2.5% | +0.7% | -0.9% |
| 30D | -4.5% | -4.2% | -0.3% | -3.0% |
| 3M | +2.7% | +8.1% | -5.4% | -1.1% |
| 6M | +16.9% | +35.6% | -18.8% | +1.8% |
| YTD | +15.4% | +28.8% | -13.4% | +2.2% |
| 1Y | +16.1% | +39.8% | -23.7% | -1.0% |
| 3Y | +85.7% | +221.4% | -135.7% | +7.6% |
| 5Y | +33.3% | +146.9% | -113.7% | -21.7% |
| All | +121.9% | +1,271.9% | -1,149.9% | -50.5% |
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