-36.9%
KORU vs UPRO
+95.9%
-132.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.0% |
| 7D | +11.1% | +7.4% | +3.7% | +3.4% |
| 30D | -40.6% | -7.9% | -32.7% | -29.4% |
| 3M | -63.9% | -12.0% | -51.9% | -53.7% |
| 6M | -82.8% | -2.0% | -80.9% | -77.4% |
| YTD | -15.4% | +20.4% | -35.8% | -0.1% |
| 1Y | -3.3% | +24.5% | -27.8% | +11.2% |
| 3Y | +136.2% | +224.4% | -88.2% | +18.2% |
| All | -36.9% | +95.9% | -132.8% | -53.9% |
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