+501.1%
SPXL vs KEEL
+280.1%
+220.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.4% | -0.8% |
| 7D | -6.0% | +2.7% | -8.7% | -6.4% |
| 30D | -5.8% | +4.6% | -10.3% | -6.9% |
| 3M | +10.9% | -34.5% | +45.3% | +15.1% |
| 6M | +31.9% | +59.3% | -27.3% | +20.3% |
| YTD | +25.8% | +46.4% | -20.6% | +14.8% |
| 1Y | +39.8% | +96.6% | -56.8% | +19.1% |
| 3Y | +219.9% | +182.0% | +37.9% | +141.4% |
| 5Y | +141.1% | -38.2% | +179.3% | +92.2% |
| All | +501.1% | +280.1% | +220.9% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling