+212.1%
KLAC vs UPRO
+233.9%
-21.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +2.4% |
| 7D | +7.5% | -3.8% | +11.3% | +10.9% |
| 30D | -15.3% | -8.9% | -6.5% | -9.2% |
| 3M | -19.6% | -7.4% | -12.2% | -15.0% |
| 6M | -12.5% | +1.6% | -14.1% | -12.4% |
| YTD | +33.0% | +23.2% | +9.8% | +17.1% |
| 1Y | +35.9% | +21.2% | +14.7% | +20.9% |
| All | +212.1% | +233.9% | -21.8% | +33.3% |
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