-43.1%
KHC vs UPRO
+1,356.2%
-1,399.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | +14.4% | +1.9% | +12.5% | +13.3% |
| 6M | +8.7% | +33.1% | -24.4% | +1.5% |
| YTD | +7.8% | +31.8% | -24.0% | +0.5% |
| 1Y | -1.5% | +48.3% | -49.8% | -10.8% |
| 3Y | -9.9% | +221.5% | -231.3% | -34.7% |
| 5Y | -10.7% | +136.7% | -147.5% | -35.6% |
| 10Y | -55.7% | +1,179.2% | -1,234.9% | -83.9% |
| All | -43.1% | +1,356.2% | -1,399.3% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling