+685.0%
KDP vs UVXY
-100.0%
+785.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | 0.0% |
| 7D | +2.1% | -4.7% | +6.8% | +1.8% |
| 30D | +8.5% | -17.1% | +25.5% | +7.4% |
| 3M | +6.6% | -39.9% | +46.5% | +4.1% |
| 6M | +17.1% | -66.9% | +83.9% | +11.4% |
| YTD | +19.0% | -50.1% | +69.1% | +16.2% |
| 1Y | +21.8% | -68.3% | +90.1% | +16.7% |
| 3Y | +6.4% | -95.0% | +101.4% | -1.7% |
| 5Y | +5.1% | -99.7% | +104.8% | -12.3% |
| 10Y | +175.8% | -100.0% | +275.8% | +90.8% |
| All | +685.0% | -100.0% | +785.0% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling