+76.8%
KEEL vs UPRO
+42.6%
+34.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +9.6% |
| 7D | +21.5% | +1.5% | +20.0% | +19.1% |
| 30D | -3.9% | -3.7% | -0.2% | +0.7% |
| 3M | -34.1% | +8.0% | -42.1% | -40.8% |
| All | +76.8% | +42.6% | +34.2% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling