+103.6%
SPXL vs KIM
+33.6%
+70.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | +9.6% | -0.7% | +10.2% | +10.4% |
| 30D | -9.8% | +13.4% | -23.2% | -22.1% |
| 3M | -9.1% | +6.5% | -15.6% | -15.9% |
| 6M | +1.1% | +10.6% | -9.5% | -12.4% |
| YTD | +22.3% | +29.9% | -7.6% | -13.6% |
| 1Y | +20.3% | +29.6% | -9.3% | -14.9% |
| 3Y | +229.0% | +64.1% | +164.9% | +66.2% |
| 5Y | +103.6% | +35.3% | +68.3% | +47.7% |
| All | +103.6% | +33.6% | +70.0% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling