+975.1%
KEYS vs UPRO
+1,226.0%
-250.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +0.9% | -6.0% | +6.9% | +3.4% |
| 30D | -5.3% | -5.8% | +0.5% | -3.1% |
| 3M | +0.5% | +10.8% | -10.3% | -3.4% |
| 6M | +14.0% | +31.6% | -17.5% | +2.1% |
| YTD | +60.3% | +25.4% | +34.9% | +46.1% |
| 1Y | +91.3% | +39.2% | +52.1% | +67.4% |
| 3Y | +146.1% | +218.5% | -72.4% | +52.2% |
| 5Y | +80.8% | +137.1% | -56.3% | +15.6% |
| All | +975.1% | +1,226.0% | -250.9% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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