+94.2%
KEY vs UVXY
-100.0%
+194.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +1.2% |
| 7D | +2.9% | -22.1% | +25.0% | -0.9% |
| 30D | +8.4% | +8.2% | +0.3% | +12.6% |
| 3M | -5.8% | -12.3% | +6.6% | -5.4% |
| 6M | +5.4% | -51.0% | +56.4% | -3.3% |
| YTD | +7.1% | -49.9% | +57.0% | +2.1% |
| 1Y | +26.8% | -67.7% | +94.5% | +12.6% |
| 3Y | +128.7% | -94.1% | +222.8% | +91.1% |
| 5Y | +13.6% | -99.5% | +113.2% | -24.8% |
| All | +94.2% | -100.0% | +194.2% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling