+445.9%
KGC vs UVXY
-99.7%
+545.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | 0.0% |
| 7D | -5.6% | +2.8% | -8.4% | -5.3% |
| 30D | +6.1% | -11.4% | +17.5% | +5.1% |
| 3M | +17.3% | -41.5% | +58.8% | +12.4% |
| 6M | -10.3% | -61.0% | +50.8% | -16.0% |
| YTD | +3.9% | -49.8% | +53.7% | +0.2% |
| 1Y | +25.7% | -66.4% | +92.2% | +18.4% |
| 3Y | +526.0% | -94.8% | +620.7% | +466.0% |
| All | +445.9% | -99.7% | +545.6% | +310.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling