+274.4%
KLAC vs UVXY
-94.8%
+369.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.7% | +0.4% |
| 7D | -2.7% | +2.8% | -5.5% | -1.9% |
| 30D | -13.2% | -11.4% | -1.8% | -15.3% |
| 3M | -25.0% | -41.5% | +16.5% | -32.1% |
| 6M | +23.6% | -61.0% | +84.6% | +5.7% |
| YTD | +49.2% | -49.8% | +99.1% | +38.6% |
| 1Y | +89.3% | -66.4% | +155.8% | +66.5% |
| 3Y | +274.4% | -94.8% | +369.1% | +218.7% |
| All | +274.4% | -94.8% | +369.2% | +218.7% |
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