+37.4%
KNX vs UPRO
+218.6%
-181.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +0.5% | -5.0% | +5.5% | +2.3% |
| 3M | -14.1% | +7.5% | -21.6% | -16.6% |
| 6M | +19.8% | +33.2% | -13.5% | +7.2% |
| YTD | +32.7% | +27.7% | +5.0% | +20.5% |
| 1Y | +62.3% | +43.0% | +19.3% | +40.9% |
| All | +37.4% | +218.6% | -181.2% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling