+515.6%
SPXL vs KEEL
+294.5%
+221.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.9% |
| 7D | -2.5% | +2.9% | -5.4% | -3.0% |
| 30D | -4.2% | +0.8% | -5.1% | -4.9% |
| 3M | +8.1% | -35.3% | +43.4% | +12.4% |
| 6M | +35.6% | +59.4% | -23.8% | +23.7% |
| YTD | +28.8% | +51.9% | -23.1% | +17.0% |
| 1Y | +39.8% | +75.0% | -35.2% | +21.2% |
| 3Y | +221.4% | +224.5% | -3.2% | +138.8% |
| 5Y | +146.9% | -35.9% | +182.8% | +95.9% |
| All | +515.6% | +294.5% | +221.2% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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