-20.3%
KMB vs UVXY
-66.8%
+46.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.4% | -0.4% |
| 7D | -6.5% | +2.8% | -9.3% | -6.5% |
| 30D | -8.8% | -11.4% | +2.5% | -8.8% |
| 3M | -2.2% | -41.5% | +39.3% | -2.3% |
| 6M | +0.7% | -61.0% | +61.7% | -0.5% |
| YTD | +1.0% | -49.8% | +50.9% | -0.9% |
| 1Y | -20.3% | -66.4% | +46.1% | -22.5% |
| All | -20.3% | -66.8% | +46.5% | -22.5% |
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