+224.5%
KEEL vs UPRO
+220.4%
+4.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.3% | +1.3% |
| 7D | +2.9% | -2.5% | +5.4% | +5.6% |
| 30D | +0.8% | -4.2% | +5.1% | +5.5% |
| 3M | -35.3% | +8.1% | -43.4% | -40.3% |
| 6M | +59.4% | +35.2% | +24.1% | +20.3% |
| YTD | +51.9% | +28.4% | +23.5% | +23.0% |
| 1Y | +75.0% | +39.3% | +35.7% | +34.0% |
| 3Y | +224.5% | +219.9% | +4.7% | +26.1% |
| All | +224.5% | +220.4% | +4.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 3y: compounded portfolio wealth divided by compounded UPRO 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…
3y analysis · Full analysis span regression · 6 months rolling