+5.0%
KDP vs UVXY
-99.7%
+104.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.4% |
| 7D | -1.6% | +2.3% | -3.8% | -1.5% |
| 30D | +9.5% | -15.0% | +24.5% | +8.9% |
| 3M | +2.6% | -39.8% | +42.4% | +1.0% |
| 6M | +15.6% | -60.0% | +75.7% | +12.5% |
| YTD | +17.3% | -48.8% | +66.2% | +15.6% |
| 1Y | +20.1% | -67.3% | +87.4% | +16.8% |
| 3Y | +4.9% | -94.8% | +99.7% | -1.7% |
| All | +5.0% | -99.7% | +104.7% | -13.2% |
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