-56.9%
KTOS vs SPXL
+13.5%
-70.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -13.1% | +5.9% | +1.5% |
| 7D | -23.4% | -14.2% | -9.2% | -15.7% |
| 30D | -23.6% | -18.1% | -5.5% | -13.2% |
| 3M | -39.7% | -16.3% | -23.4% | -32.7% |
| 6M | -43.7% | -2.3% | -41.4% | -44.2% |
| YTD | -56.0% | +11.6% | -67.7% | -61.6% |
| 1Y | -56.9% | +12.3% | -69.1% | -62.6% |
| All | -56.9% | +13.5% | -70.4% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling