+309.9%
KEEL vs UPRO
+518.6%
-208.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +19.3% | -1.3% | +20.6% | +20.2% |
| 30D | +9.1% | -5.0% | +14.1% | +12.7% |
| 3M | -31.5% | +7.5% | -39.0% | -34.3% |
| 6M | +75.8% | +33.2% | +42.6% | +51.1% |
| YTD | +57.9% | +27.7% | +30.2% | +41.2% |
| 1Y | +133.3% | +43.0% | +90.3% | +99.1% |
| 3Y | +204.1% | +224.4% | -20.3% | +73.1% |
| 5Y | -37.5% | +135.9% | -173.4% | -58.8% |
| All | +309.9% | +518.6% | -208.7% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling