-10.7%
KHC vs UPRO
+226.4%
-237.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | +2.0% | +7.4% | -5.4% | +1.7% |
| 30D | +10.6% | -7.9% | +18.5% | +10.9% |
| 3M | +0.5% | -12.0% | +12.5% | +1.0% |
| 6M | +12.1% | -2.0% | +14.0% | +11.8% |
| YTD | +8.9% | +20.4% | -11.5% | +7.1% |
| 1Y | +7.5% | +24.5% | -17.0% | +5.4% |
| 3Y | -10.7% | +224.4% | -235.1% | -20.1% |
| All | -10.7% | +226.4% | -237.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling