+538.5%
KGC vs UPRO
+1,163.1%
-624.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.2% | +1.5% |
| 7D | +11.1% | -0.9% | +12.0% | +11.1% |
| 30D | -3.7% | -11.4% | +7.7% | -1.8% |
| 3M | -17.2% | -10.9% | -6.3% | -15.6% |
| 6M | -27.3% | -0.5% | -26.7% | -27.2% |
| YTD | -18.5% | +19.9% | -38.4% | -21.0% |
| 1Y | -5.7% | +24.2% | -29.9% | -9.0% |
| 3Y | +336.5% | +236.9% | +99.5% | +254.0% |
| 5Y | +298.7% | +96.6% | +202.1% | +231.6% |
| 10Y | +538.5% | +1,091.6% | -553.0% | +357.3% |
| All | +538.5% | +1,163.1% | -624.6% | +357.3% |
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