+521.7%
KGC vs UVXY
-94.4%
+616.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.2% | -9.5% | -3.8% |
| 7D | -8.4% | +11.0% | -19.4% | -7.5% |
| 30D | +6.3% | -8.8% | +15.1% | +5.7% |
| 3M | +22.4% | -41.9% | +64.3% | +17.8% |
| 6M | -11.4% | -61.2% | +49.8% | -16.3% |
| YTD | +3.1% | -46.2% | +49.3% | +0.3% |
| 1Y | +26.6% | -65.2% | +91.8% | +20.4% |
| All | +521.7% | -94.4% | +616.1% | +521.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling