-55.4%
KHC vs UPRO
+1,152.9%
-1,208.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -2.2% | +1.5% | -3.7% | -2.5% |
| 30D | -0.1% | -3.7% | +3.6% | +0.6% |
| 3M | +8.3% | +8.0% | +0.4% | +6.3% |
| 6M | +5.0% | +38.7% | -33.7% | -2.4% |
| YTD | +8.0% | +29.5% | -21.6% | +1.4% |
| 1Y | -1.1% | +46.1% | -47.2% | -9.7% |
| 3Y | -10.7% | +229.1% | -239.8% | -34.7% |
| 5Y | -13.5% | +136.0% | -149.5% | -36.6% |
| 10Y | -55.4% | +1,155.3% | -1,210.7% | -83.2% |
| All | -55.4% | +1,152.9% | -1,208.3% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling