-12.4%
KHC vs UPRO
+226.4%
-238.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.0% | -7.7% | -1.1% |
| 7D | -2.0% | -0.9% | -1.2% | -2.0% |
| 30D | +9.7% | -11.4% | +21.1% | +10.2% |
| 3M | -2.0% | -10.9% | +8.9% | -1.6% |
| 6M | +5.4% | -0.5% | +6.0% | +5.1% |
| YTD | +5.9% | +19.9% | -14.0% | +4.2% |
| 1Y | +7.5% | +24.2% | -16.7% | +5.4% |
| 3Y | -12.4% | +236.9% | -249.4% | -19.8% |
| All | -12.4% | +226.4% | -238.8% | -19.8% |
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