-54.1%
KHC vs UPRO
+1,163.1%
-1,217.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.0% | -7.7% | -2.0% |
| 7D | -2.0% | -0.9% | -1.2% | -2.1% |
| 30D | +9.7% | -11.4% | +21.1% | +11.7% |
| 3M | -2.0% | -10.9% | +8.9% | -0.5% |
| 6M | +5.4% | -0.5% | +6.0% | +4.3% |
| YTD | +5.9% | +19.9% | -14.0% | +0.4% |
| 1Y | +7.5% | +24.2% | -16.7% | +0.9% |
| 3Y | -12.4% | +236.9% | -249.4% | -36.5% |
| 5Y | -15.8% | +96.6% | -112.4% | -35.5% |
| 10Y | -54.1% | +1,091.6% | -1,145.7% | -83.0% |
| All | -54.1% | +1,163.1% | -1,217.2% | -83.0% |
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