+463.0%
KGC vs UPRO
+137.3%
+325.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 6M | -8.8% | +33.1% | -41.9% | -15.2% |
| YTD | +10.1% | +31.8% | -21.7% | +2.3% |
| 1Y | +44.2% | +48.3% | -4.1% | +30.1% |
| 3Y | +533.0% | +221.5% | +311.6% | +350.8% |
| All | +463.0% | +137.3% | +325.7% | +286.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling