+156.8%
KMB vs UVXY
-100.0%
+256.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.8% |
| 7D | -2.7% | -4.7% | +2.0% | -2.9% |
| 30D | -5.0% | -17.1% | +12.0% | -5.7% |
| 3M | +6.6% | -39.9% | +46.5% | +4.5% |
| 6M | +1.0% | -66.9% | +67.8% | -3.0% |
| YTD | +6.0% | -50.1% | +56.1% | +3.9% |
| 1Y | -16.6% | -68.3% | +51.7% | -19.5% |
| 3Y | -8.6% | -95.0% | +86.3% | -14.5% |
| 5Y | -10.9% | -99.7% | +88.8% | -23.6% |
| 10Y | +16.8% | -100.0% | +116.8% | -16.2% |
| All | +156.8% | -100.0% | +256.8% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling