+221.4%
SPXL vs KEEL
+197.5%
+23.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.7% |
| 7D | -2.5% | +2.9% | -5.4% | -3.2% |
| 30D | -4.2% | +0.8% | -5.1% | -5.2% |
| 3M | +8.1% | -35.3% | +43.4% | +14.3% |
| 6M | +35.6% | +59.4% | -23.8% | +17.7% |
| YTD | +28.8% | +51.9% | -23.1% | +11.1% |
| 1Y | +39.8% | +75.0% | -35.2% | +10.8% |
| 3Y | +221.4% | +224.5% | -3.2% | +100.5% |
| All | +221.4% | +197.5% | +23.9% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling