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  • KGC vs UPRO✓SelectedUSD · UPROKGC vs UPRO performance historyLatest closeAs of+0.27%09/09
Stock and ETF performance explorer

KGC vs UPRO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+710.2%
UPRO return
+1,162.5%
Excess return
-452.4%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioUPROExcessAlpha
1D+0.3%-1.4%+1.7%+0.5%
7D-0.1%-1.3%+1.2%+0.2%
30D+10.5%-5.0%+15.5%+11.5%
3M+19.8%+7.5%+12.3%+18.3%
6M-6.7%+33.2%-39.9%-10.9%
YTD+7.8%+27.7%-19.9%+3.5%
1Y+35.7%+43.0%-7.4%+27.9%
3Y+553.7%+224.4%+329.3%+430.6%
5Y+461.7%+135.9%+325.8%+356.1%
10Y+710.2%+1,232.5%-522.3%+422.9%
All+710.2%+1,162.5%-452.4%+422.9%

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 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