+63.2%
KKR vs UVXY
-94.8%
+158.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -1.2% |
| 7D | -6.2% | +2.8% | -9.0% | -5.5% |
| 30D | -8.9% | -11.4% | +2.5% | -10.8% |
| 3M | +6.3% | -41.5% | +47.8% | -3.7% |
| 6M | +16.5% | -61.0% | +77.5% | -1.0% |
| YTD | -20.3% | -49.8% | +29.6% | -26.1% |
| 1Y | -29.8% | -66.4% | +36.7% | -38.7% |
| 3Y | +63.2% | -94.8% | +157.9% | +32.4% |
| All | +63.2% | -94.8% | +158.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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