+660.5%
KGC vs UVXY
-100.0%
+760.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +0.3% |
| 7D | -5.6% | +2.8% | -8.4% | -5.4% |
| 30D | +6.1% | -11.4% | +17.5% | +5.5% |
| 3M | +17.3% | -41.5% | +58.8% | +14.4% |
| 6M | -10.3% | -61.0% | +50.8% | -13.8% |
| YTD | +3.9% | -49.8% | +53.7% | +1.7% |
| 1Y | +25.7% | -66.4% | +92.2% | +21.3% |
| 3Y | +526.0% | -94.8% | +620.7% | +490.6% |
| 5Y | +455.5% | -99.7% | +555.2% | +384.4% |
| All | +660.5% | -100.0% | +760.5% | +493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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