+8,623.5%
SPXL vs KIM
+156.5%
+8,467.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | -3.7% | -1.7% | -2.0% | -2.4% |
| 3M | +8.1% | -0.8% | +8.9% | +7.7% |
| 6M | +39.0% | +4.4% | +34.6% | +32.6% |
| YTD | +29.9% | +21.2% | +8.7% | +8.7% |
| 1Y | +46.6% | +10.5% | +36.1% | +32.1% |
| 3Y | +230.5% | +47.5% | +183.0% | +135.8% |
| 5Y | +140.2% | +37.1% | +103.1% | +94.5% |
| 10Y | +1,168.8% | +29.5% | +1,139.3% | +882.6% |
| All | +8,623.5% | +156.5% | +8,467.0% | +3,601.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling