+1,199.1%
SPXL vs KNX
+166.7%
+1,032.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +3.6% |
| 7D | -2.5% | -5.6% | +3.0% | +1.7% |
| 30D | -4.2% | -4.4% | +0.2% | -1.4% |
| 3M | +8.1% | -17.3% | +25.4% | +23.1% |
| 6M | +35.6% | +22.6% | +13.0% | +12.1% |
| YTD | +28.8% | +31.1% | -2.3% | -0.3% |
| 1Y | +39.8% | +60.2% | -20.4% | -10.2% |
| 3Y | +221.4% | +35.8% | +185.6% | +127.1% |
| 5Y | +146.9% | +38.9% | +108.0% | +75.8% |
| All | +1,199.1% | +166.7% | +1,032.3% | +493.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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