-5.6%
KMB vs UPRO
+222.2%
-227.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -5.5% | -0.9% | -4.6% | -5.5% |
| 3M | +14.0% | +1.9% | +12.0% | +13.9% |
| 6M | +4.1% | +33.1% | -29.0% | +2.8% |
| YTD | +8.0% | +31.8% | -23.7% | +6.7% |
| 1Y | -13.7% | +48.3% | -62.0% | -15.2% |
| All | -5.6% | +222.2% | -227.8% | -16.1% |
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