+1,110.7%
SPXL vs KIM
+63.6%
+1,047.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -7.8% | +14.1% | -21.9% | -17.5% |
| 3M | -11.9% | +6.0% | -17.9% | -16.4% |
| 6M | -1.7% | +13.2% | -15.0% | -12.7% |
| YTD | +20.8% | +30.4% | -9.6% | -4.9% |
| 1Y | +25.0% | +31.0% | -6.0% | -2.1% |
| 3Y | +226.1% | +67.6% | +158.5% | +110.9% |
| 5Y | +101.1% | +35.8% | +65.3% | +64.0% |
| All | +1,110.7% | +63.6% | +1,047.1% | +624.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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