-1.9%
KWEB vs SPXL
+221.9%
-223.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | -0.1% |
| 7D | -5.6% | -2.5% | -3.0% | -4.8% |
| 30D | -10.7% | -4.2% | -6.4% | -9.6% |
| 3M | -7.4% | +8.1% | -15.5% | -10.0% |
| 6M | -19.3% | +35.6% | -54.9% | -27.2% |
| YTD | -27.8% | +28.8% | -56.6% | -33.8% |
| 1Y | -35.9% | +39.8% | -75.8% | -42.8% |
| 3Y | -1.9% | +221.4% | -223.3% | -37.1% |
| All | -1.9% | +221.9% | -223.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling