+90.1%
KEYS vs UVXY
-99.7%
+189.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.8% | +10.8% | +2.8% |
| 7D | +3.5% | +2.8% | +0.7% | +4.1% |
| 30D | -4.5% | -11.4% | +6.9% | -6.2% |
| 3M | -0.4% | -41.5% | +41.1% | -7.8% |
| 6M | +19.1% | -61.0% | +80.2% | +5.2% |
| YTD | +66.7% | -49.8% | +116.5% | +56.7% |
| 1Y | +96.5% | -66.4% | +162.9% | +76.9% |
| 3Y | +155.2% | -94.8% | +249.9% | +113.0% |
| All | +90.1% | -99.7% | +189.7% | +14.6% |
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 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