+13.5%
KMB vs UVXY
-100.0%
+113.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.4% | -0.6% |
| 7D | -6.5% | +2.8% | -9.3% | -6.4% |
| 30D | -8.8% | -11.4% | +2.5% | -9.1% |
| 3M | -2.2% | -41.5% | +39.3% | -3.7% |
| 6M | +0.7% | -61.0% | +61.7% | -1.9% |
| YTD | +1.0% | -49.8% | +50.9% | -0.4% |
| 1Y | -20.3% | -66.4% | +46.1% | -22.2% |
| 3Y | -13.3% | -94.8% | +81.5% | -17.6% |
| 5Y | -12.9% | -99.7% | +86.8% | -23.6% |
| All | +13.5% | -100.0% | +113.5% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling