+221.4%
SPXL vs KNX
+34.6%
+186.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +3.3% |
| 7D | -2.5% | -5.6% | +3.0% | +0.6% |
| 30D | -4.2% | -4.4% | +0.2% | -2.1% |
| 3M | +8.1% | -17.3% | +25.4% | +19.3% |
| 6M | +35.6% | +22.6% | +13.0% | +17.8% |
| YTD | +28.8% | +31.1% | -2.3% | +6.3% |
| 1Y | +39.8% | +60.2% | -20.4% | -0.4% |
| 3Y | +221.4% | +35.8% | +185.6% | +166.3% |
| All | +221.4% | +34.6% | +186.8% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling