+38.7%
KNX vs UPRO
+137.8%
-99.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -2.3% |
| 7D | -5.6% | -2.5% | -3.0% | -4.8% |
| 30D | -4.4% | -4.2% | -0.2% | -3.1% |
| 3M | -17.3% | +8.1% | -25.4% | -19.7% |
| 6M | +22.6% | +35.2% | -12.6% | +10.0% |
| YTD | +31.1% | +28.4% | +2.7% | +19.6% |
| 1Y | +60.2% | +39.3% | +20.9% | +41.6% |
| 3Y | +35.8% | +219.9% | -184.1% | -11.4% |
| All | +38.7% | +137.8% | -99.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling