+145.0%
KMI vs UVXY
-100.0%
+245.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.6% | -1.0% |
| 7D | -2.1% | +11.0% | -13.1% | -1.0% |
| 30D | -1.7% | -8.8% | +7.1% | -2.5% |
| 3M | -1.9% | -41.9% | +40.0% | -6.6% |
| 6M | -4.3% | -61.2% | +56.8% | -11.8% |
| YTD | +15.8% | -46.2% | +62.0% | +11.3% |
| 1Y | +17.6% | -65.2% | +82.8% | +9.3% |
| 3Y | +113.1% | -94.6% | +207.7% | +86.3% |
| 5Y | +154.0% | -99.7% | +253.7% | +83.8% |
| 10Y | +133.1% | -100.0% | +233.1% | +25.8% |
| All | +145.0% | -100.0% | +245.0% | -15.9% |
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