+27.1%
KORU vs UVXY
-100.0%
+127.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.8% | +15.8% | +6.7% |
| 7D | -1.7% | +2.8% | -4.5% | -0.3% |
| 30D | +13.5% | -11.4% | +24.9% | +10.3% |
| 3M | -45.2% | -41.5% | -3.7% | -51.0% |
| 6M | +17.1% | -61.0% | +78.2% | +2.8% |
| YTD | +154.1% | -49.8% | +204.0% | +157.6% |
| 1Y | +375.7% | -66.4% | +442.1% | +345.6% |
| 3Y | +474.0% | -94.8% | +568.8% | +405.0% |
| 5Y | +60.4% | -99.7% | +160.1% | -9.9% |
| 10Y | +82.6% | -100.0% | +182.6% | -34.6% |
| All | +27.1% | -100.0% | +127.1% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling