+524.9%
KEY vs UVXY
-100.0%
+624.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +3.3% | -36.6% | +39.9% | -2.7% |
| 6M | +9.2% | -56.9% | +66.1% | -1.0% |
| YTD | +10.6% | -51.2% | +61.9% | +3.4% |
| 1Y | +20.4% | -69.8% | +90.2% | +6.6% |
| 3Y | +121.8% | -95.1% | +216.9% | +85.0% |
| 5Y | +41.1% | -99.7% | +140.8% | -6.0% |
| 10Y | +168.5% | -100.0% | +268.5% | +24.4% |
| All | +524.9% | -100.0% | +624.9% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling