+219.6%
SPXL vs KIM
+45.1%
+174.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | -1.3% | -1.0% | -0.3% | -0.5% |
| 30D | -5.0% | -1.1% | -3.9% | -4.2% |
| 3M | +7.6% | -5.3% | +12.9% | +11.4% |
| 6M | +33.6% | +3.9% | +29.7% | +27.0% |
| YTD | +28.1% | +20.3% | +7.8% | +5.7% |
| 1Y | +43.6% | +10.4% | +33.2% | +28.3% |
| All | +219.6% | +45.1% | +174.5% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling