+229.6%
KDP vs UPRO
+1,093.1%
-863.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +2.2% | -8.7% | +10.9% | +3.4% |
| 30D | +19.9% | -16.9% | +36.8% | +22.8% |
| 3M | +21.5% | -15.3% | +36.7% | +24.0% |
| 6M | +30.1% | -5.7% | +35.8% | +30.2% |
| YTD | +34.9% | +12.1% | +22.9% | +31.0% |
| 1Y | +43.4% | +16.4% | +27.0% | +38.2% |
| 3Y | +29.1% | +210.5% | -181.4% | +2.6% |
| 5Y | +15.0% | +82.4% | -67.4% | -4.8% |
| All | +229.6% | +1,093.1% | -863.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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