+1,199.1%
SPXL vs KMX
+11.6%
+1,187.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.5% |
| 7D | -2.5% | -3.1% | +0.6% | -0.4% |
| 30D | -4.2% | +4.4% | -8.7% | -7.3% |
| 3M | +8.1% | +18.9% | -10.8% | -5.9% |
| 6M | +35.6% | +44.3% | -8.7% | -0.1% |
| YTD | +28.8% | +58.7% | -29.9% | -13.1% |
| 1Y | +39.8% | +0.1% | +39.7% | +24.4% |
| 3Y | +221.4% | -24.4% | +245.8% | +235.8% |
| 5Y | +146.9% | -54.4% | +201.3% | +274.8% |
| All | +1,199.1% | +11.6% | +1,187.5% | +978.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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