Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KGC vs UPRO✓SelectedUSD · UPROKGC vs UPRO performance historyLatest closeAs of-2.28%09/04
Stock and ETF performance explorer

KGC vs UPRO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+86.6%
UPRO return
+14,289.1%
Excess return
-14,202.4%
Maximum drawdown
-93.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioUPROExcessAlpha
1D-2.3%-1.2%-1.1%-2.0%
7D-1.3%+0.1%-1.3%-1.3%
30D+20.3%-0.9%+21.2%+20.5%
3M+8.1%+1.9%+6.1%+7.7%
6M-8.8%+33.1%-41.9%-13.4%
YTD+10.1%+31.8%-21.7%+4.5%
1Y+44.2%+48.3%-4.1%+33.9%
3Y+533.0%+221.5%+311.6%+395.0%
5Y+443.0%+136.7%+306.3%+328.0%
10Y+678.6%+1,179.2%-500.6%+294.4%
All+86.6%+14,289.1%-14,202.4%-61.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling