+169.5%
KDP vs UVXY
-100.0%
+269.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -0.6% |
| 7D | -3.7% | +2.8% | -6.5% | -3.5% |
| 30D | +6.2% | -11.4% | +17.6% | +5.6% |
| 3M | +1.2% | -41.5% | +42.7% | -1.2% |
| 6M | +15.3% | -61.0% | +76.4% | +10.8% |
| YTD | +14.8% | -49.8% | +64.7% | +12.3% |
| 1Y | +17.6% | -66.4% | +84.0% | +13.3% |
| 3Y | +2.1% | -94.8% | +96.9% | -5.3% |
| 5Y | +2.7% | -99.7% | +102.4% | -15.1% |
| All | +169.5% | -100.0% | +269.5% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling