+17.6%
KEY vs UVXY
-64.9%
+82.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.7% |
| 7D | -1.8% | +11.0% | -12.8% | -0.3% |
| 30D | -3.3% | -8.8% | +5.5% | -4.4% |
| 3M | -0.2% | -41.9% | +41.7% | -6.8% |
| 6M | +12.1% | -61.2% | +73.3% | +0.1% |
| YTD | +8.4% | -46.2% | +54.6% | +4.0% |
| 1Y | +17.6% | -65.2% | +82.9% | +7.6% |
| All | +17.6% | -64.9% | +82.5% | +7.6% |
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