+254.3%
KRE vs SPXL
+7,495.8%
-7,241.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.5% |
| 7D | -1.1% | -1.3% | +0.2% | -0.5% |
| 30D | -3.4% | -5.0% | +1.6% | -1.3% |
| 3M | +3.7% | +7.6% | -3.9% | -0.5% |
| 6M | +14.8% | +33.6% | -18.8% | -0.8% |
| YTD | +14.7% | +28.1% | -13.4% | +0.6% |
| 1Y | +16.0% | +43.6% | -27.6% | -3.8% |
| 3Y | +84.3% | +225.8% | -141.6% | 0.0% |
| 5Y | +30.9% | +140.1% | -109.2% | -27.0% |
| 10Y | +122.0% | +1,248.4% | -1,126.4% | -56.1% |
| All | +254.3% | +7,495.8% | -7,241.6% | -82.1% |
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