+2,838.9%
KLAC vs UPRO
+1,226.0%
+1,612.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.1% |
| 7D | +2.5% | -6.0% | +8.5% | +6.0% |
| 30D | -11.5% | -5.8% | -5.7% | -8.6% |
| 3M | -16.9% | +10.8% | -27.8% | -20.9% |
| 6M | +22.2% | +31.6% | -9.3% | +6.0% |
| YTD | +46.4% | +25.4% | +21.0% | +30.8% |
| 1Y | +91.0% | +39.2% | +51.8% | +61.5% |
| 3Y | +264.6% | +218.5% | +46.0% | +91.9% |
| 5Y | +430.6% | +137.1% | +293.5% | +202.7% |
| All | +2,838.9% | +1,226.0% | +1,612.9% | +522.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling