+7,648.6%
KLAC vs UVXY
-100.0%
+7,748.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.3% | -2.3% |
| 7D | +2.5% | +11.0% | -8.6% | +4.2% |
| 30D | -11.5% | -8.8% | -2.7% | -12.6% |
| 3M | -16.9% | -41.9% | +25.0% | -22.5% |
| 6M | +22.2% | -61.2% | +83.4% | +9.4% |
| YTD | +46.4% | -46.2% | +92.6% | +40.9% |
| 1Y | +91.0% | -65.2% | +156.2% | +75.8% |
| 3Y | +264.6% | -94.6% | +359.1% | +220.4% |
| 5Y | +430.6% | -99.7% | +530.3% | +274.7% |
| 10Y | +2,889.3% | -100.0% | +2,989.3% | +1,488.9% |
| All | +7,648.6% | -100.0% | +7,748.6% | +1,734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling