+175.8%
KDP vs UPRO
+1,152.9%
-977.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +2.1% | +1.5% | +0.6% | +1.9% |
| 30D | +8.5% | -3.7% | +12.2% | +9.0% |
| 3M | +6.6% | +8.0% | -1.4% | +5.1% |
| 6M | +17.1% | +38.7% | -21.6% | +10.8% |
| YTD | +19.0% | +29.5% | -10.5% | +13.6% |
| 1Y | +21.8% | +46.1% | -24.3% | +13.7% |
| 3Y | +6.4% | +229.1% | -222.6% | -16.0% |
| 5Y | +5.1% | +136.0% | -130.9% | -16.5% |
| 10Y | +175.8% | +1,155.3% | -979.4% | +39.6% |
| All | +175.8% | +1,152.9% | -977.1% | +39.6% |
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