-14.8%
KMB vs UVXY
-70.9%
+56.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.8% |
| 7D | -4.2% | -5.0% | +0.8% | -4.2% |
| 30D | -6.6% | -20.5% | +13.9% | -6.7% |
| 3M | +12.6% | -36.6% | +49.2% | +12.5% |
| 6M | +2.9% | -56.9% | +59.8% | +1.3% |
| YTD | +6.8% | -51.2% | +58.0% | +4.7% |
| 1Y | -14.8% | -69.8% | +55.0% | -18.0% |
| All | -14.8% | -70.9% | +56.1% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling