+16.2%
KDP vs UVXY
-99.5%
+115.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.7% |
| 7D | -0.8% | -22.1% | +21.3% | -1.5% |
| 30D | +9.7% | +8.2% | +1.5% | +10.6% |
| 3M | +17.6% | -12.3% | +29.9% | +17.7% |
| 6M | +25.8% | -51.0% | +76.8% | +23.5% |
| YTD | +33.9% | -49.9% | +83.8% | +32.5% |
| 1Y | +38.9% | -67.7% | +106.6% | +35.3% |
| 3Y | +26.8% | -94.1% | +120.9% | +19.6% |
| All | +16.2% | -99.5% | +115.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling