+160.2%
KNX vs UPRO
+1,258.3%
-1,098.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -2.3% |
| 7D | -5.6% | -2.5% | -3.0% | -4.9% |
| 30D | -4.4% | -4.2% | -0.2% | -3.2% |
| 3M | -17.3% | +8.1% | -25.4% | -19.5% |
| 6M | +22.6% | +35.2% | -12.6% | +11.0% |
| YTD | +31.1% | +28.4% | +2.7% | +20.5% |
| 1Y | +60.2% | +39.3% | +20.9% | +43.0% |
| 3Y | +35.8% | +219.9% | -184.1% | -8.9% |
| 5Y | +38.9% | +142.8% | -103.9% | -5.8% |
| All | +160.2% | +1,258.3% | -1,098.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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