+133.4%
KR vs UPRO
+1,258.3%
-1,124.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.5% |
| 7D | -0.2% | -2.5% | +2.4% | 0.0% |
| 30D | +5.1% | -4.2% | +9.3% | +5.4% |
| 3M | -8.2% | +8.1% | -16.2% | -8.8% |
| 6M | -18.0% | +35.2% | -53.2% | -20.4% |
| YTD | -4.8% | +28.4% | -33.2% | -7.3% |
| 1Y | -11.0% | +39.3% | -50.3% | -14.2% |
| 3Y | +37.7% | +219.9% | -182.2% | +19.0% |
| 5Y | +52.8% | +142.8% | -90.0% | +31.1% |
| All | +133.4% | +1,258.3% | -1,124.9% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling