+43.5%
KDP vs UVXY
-70.8%
+114.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -14.1% | +20.0% | +5.7% |
| 7D | +5.3% | -6.3% | +11.6% | +5.2% |
| 30D | +19.1% | -2.7% | +21.8% | +19.0% |
| 3M | +19.2% | -29.9% | +49.1% | +18.7% |
| 6M | +29.3% | -56.5% | +85.8% | +28.0% |
| YTD | +35.5% | -54.8% | +90.3% | +33.5% |
| 1Y | +43.5% | -70.5% | +114.0% | +41.0% |
| All | +43.5% | -70.8% | +114.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling