+83.1%
KEYS vs UPRO
+133.2%
-50.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.5% |
| 30D | -1.3% | -5.0% | +3.7% | +0.9% |
| 3M | -0.1% | +7.5% | -7.6% | -3.3% |
| 6M | +17.4% | +33.2% | -15.9% | +3.1% |
| YTD | +62.9% | +27.7% | +35.2% | +45.7% |
| 1Y | +95.7% | +43.0% | +52.7% | +66.7% |
| 3Y | +150.2% | +224.4% | -74.2% | +47.1% |
| 5Y | +83.1% | +135.9% | -52.8% | +13.9% |
| All | +83.1% | +133.2% | -50.1% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling