+587.2%
KGC vs UPRO
+1,087.5%
-500.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | -6.7% | +7.4% | -14.1% | -7.9% |
| 30D | -6.7% | -7.9% | +1.2% | -5.4% |
| 3M | -22.6% | -12.0% | -10.6% | -20.9% |
| 6M | -33.4% | -2.0% | -31.5% | -33.2% |
| YTD | -26.0% | +20.4% | -46.4% | -28.3% |
| 1Y | -18.3% | +24.5% | -42.8% | -21.2% |
| 3Y | +315.8% | +224.4% | +91.4% | +239.3% |
| 5Y | +225.7% | +97.6% | +128.1% | +170.7% |
| All | +587.2% | +1,087.5% | -500.3% | +434.1% |
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