+99.5%
KEY vs UPRO
+1,130.0%
-1,030.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -1.3% |
| 7D | -0.5% | -3.8% | +3.3% | +0.7% |
| 30D | +6.7% | -8.9% | +15.6% | +10.4% |
| 3M | -4.6% | -7.4% | +2.8% | -2.3% |
| 6M | +2.6% | +1.6% | +1.0% | -0.4% |
| YTD | +7.0% | +23.2% | -16.2% | -6.0% |
| 1Y | +23.5% | +21.2% | +2.2% | +8.9% |
| 3Y | +126.4% | +230.8% | -104.4% | +17.5% |
| 5Y | +13.0% | +106.7% | -93.7% | -33.8% |
| 10Y | +99.5% | +1,125.0% | -1,025.5% | -61.2% |
| All | +99.5% | +1,130.0% | -1,030.6% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling