+38.8%
KEY vs UVXY
-99.7%
+138.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | +0.2% |
| 7D | -0.3% | +2.3% | -2.6% | +0.1% |
| 30D | -3.3% | -15.0% | +11.8% | -5.8% |
| 3M | -0.7% | -39.8% | +39.1% | -8.2% |
| 6M | +12.5% | -60.0% | +72.6% | -1.4% |
| YTD | +8.4% | -48.8% | +57.2% | +1.2% |
| 1Y | +18.4% | -67.3% | +85.7% | +4.4% |
| 3Y | +123.3% | -94.8% | +218.2% | +79.5% |
| 5Y | +38.8% | -99.7% | +138.5% | -18.9% |
| All | +38.8% | -99.7% | +138.5% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling