+570.3%
KGC vs UPRO
+240.0%
+330.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.3% | +0.1% | -1.3% | -1.2% |
| 30D | +20.3% | -0.9% | +21.2% | +20.6% |
| 3M | +8.1% | +1.9% | +6.1% | +7.4% |
| 6M | -8.8% | +33.1% | -41.9% | -15.5% |
| YTD | +10.1% | +31.8% | -21.7% | +2.0% |
| 1Y | +44.2% | +48.3% | -4.1% | +30.2% |
| All | +570.3% | +240.0% | +330.3% | +389.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling