+36.0%
KMB vs UPRO
+1,093.1%
-1,057.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -1.9% |
| 7D | +0.5% | -8.7% | +9.1% | +1.4% |
| 30D | +12.4% | -16.9% | +29.3% | +14.7% |
| 3M | +1.0% | -15.3% | +16.2% | +2.8% |
| 6M | +12.1% | -5.7% | +17.9% | +12.2% |
| YTD | +11.6% | +12.1% | -0.5% | +8.8% |
| 1Y | +13.1% | +16.4% | -3.3% | +9.5% |
| 3Y | +1.6% | +210.5% | -209.0% | -17.4% |
| 5Y | -0.3% | +82.4% | -82.7% | -16.2% |
| All | +36.0% | +1,093.1% | -1,057.1% | -27.5% |
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