+20.4%
KEY vs UVXY
-70.9%
+91.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +2.2% | -5.0% | +7.2% | +1.5% |
| 30D | -3.0% | -20.5% | +17.5% | -5.9% |
| 3M | +3.3% | -36.6% | +39.9% | -2.1% |
| 6M | +9.2% | -56.9% | +66.1% | +0.2% |
| YTD | +10.6% | -51.2% | +61.9% | +4.7% |
| 1Y | +20.4% | -69.8% | +90.2% | +7.7% |
| All | +20.4% | -70.9% | +91.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling