+213.8%
SPXL vs KMX
-26.1%
+239.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -6.0% | -3.4% | -2.6% | -4.7% |
| 30D | -5.8% | +4.0% | -9.8% | -7.5% |
| 3M | +10.9% | +24.8% | -13.9% | 0.0% |
| 6M | +31.9% | +43.6% | -11.7% | +9.7% |
| YTD | +25.8% | +56.6% | -30.9% | -0.7% |
| 1Y | +39.8% | +2.2% | +37.5% | +33.7% |
| All | +213.8% | -26.1% | +239.8% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling