+156.0%
KGC vs UVXY
-100.0%
+256.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.2% |
| 7D | +2.4% | -4.7% | +7.2% | +2.2% |
| 30D | +9.2% | -17.1% | +26.3% | +8.2% |
| 3M | +16.7% | -39.9% | +56.7% | +14.2% |
| 6M | -7.0% | -66.9% | +59.8% | -11.1% |
| YTD | +7.5% | -50.1% | +57.6% | +5.4% |
| 1Y | +34.4% | -68.3% | +102.7% | +29.5% |
| 3Y | +552.0% | -95.0% | +646.9% | +513.7% |
| 5Y | +454.5% | -99.7% | +554.2% | +383.1% |
| 10Y | +658.7% | -100.0% | +758.7% | +467.5% |
| All | +156.0% | -100.0% | +256.0% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling