+68.0%
KKR vs UPRO
+218.6%
-150.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.7% |
| 7D | -2.2% | -1.3% | -0.9% | -1.4% |
| 30D | +0.3% | -5.0% | +5.3% | +3.4% |
| 3M | +8.8% | +7.5% | +1.3% | +3.7% |
| 6M | +14.9% | +33.2% | -18.3% | -4.8% |
| YTD | -17.9% | +27.7% | -45.6% | -29.9% |
| 1Y | -23.7% | +43.0% | -66.7% | -39.7% |
| All | +68.0% | +218.6% | -150.5% | -18.8% |
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