+52.0%
KR vs UPRO
+137.8%
-85.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.6% |
| 7D | -0.2% | -2.5% | +2.4% | -0.1% |
| 30D | +5.1% | -4.2% | +9.3% | +5.2% |
| 3M | -8.2% | +8.1% | -16.2% | -8.4% |
| 6M | -18.0% | +35.2% | -53.2% | -19.1% |
| YTD | -4.8% | +28.4% | -33.2% | -5.9% |
| 1Y | -11.0% | +39.3% | -50.3% | -12.6% |
| 3Y | +37.7% | +219.9% | -182.2% | +23.4% |
| All | +52.0% | +137.8% | -85.8% | +31.5% |
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