+136.2%
KORU vs UPRO
+226.4%
-90.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -3.6% |
| 7D | +11.1% | +7.4% | +3.7% | +1.2% |
| 30D | -40.6% | -7.9% | -32.7% | -26.7% |
| 3M | -63.9% | -12.0% | -51.9% | -51.1% |
| 6M | -82.8% | -2.0% | -80.9% | -76.2% |
| YTD | -15.4% | +20.4% | -35.8% | +1.6% |
| 1Y | -3.3% | +24.5% | -27.8% | +12.7% |
| 3Y | +136.2% | +224.4% | -88.2% | -24.7% |
| All | +136.2% | +226.4% | -90.2% | -24.7% |
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