+56.9%
KORU vs UVXY
-99.7%
+156.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.8% | +15.8% | +6.0% |
| 7D | -1.7% | +2.8% | -4.5% | +0.1% |
| 30D | +13.5% | -11.4% | +24.9% | +9.4% |
| 3M | -45.2% | -41.5% | -3.7% | -52.4% |
| 6M | +17.1% | -61.0% | +78.2% | -1.0% |
| YTD | +154.1% | -49.8% | +204.0% | +152.4% |
| 1Y | +375.7% | -66.4% | +442.1% | +331.7% |
| 3Y | +474.0% | -94.8% | +568.8% | +371.3% |
| All | +56.9% | -99.7% | +156.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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