-37.7%
KEEL vs UPRO
+132.2%
-169.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.5% | -5.5% |
| 7D | +2.7% | -6.0% | +8.7% | +9.1% |
| 30D | +4.6% | -5.8% | +10.3% | +11.0% |
| 3M | -34.5% | +10.8% | -45.3% | -40.8% |
| 6M | +59.3% | +31.6% | +27.7% | +24.2% |
| YTD | +46.4% | +25.4% | +21.0% | +22.1% |
| 1Y | +96.6% | +39.2% | +57.3% | +51.7% |
| 3Y | +182.0% | +218.5% | -36.5% | -4.1% |
| All | -37.7% | +132.2% | -169.8% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling