-11.7%
KR vs UVXY
-70.9%
+59.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +1.5% | -5.0% | +6.5% | +1.9% |
| 30D | +4.1% | -20.5% | +24.6% | +6.0% |
| 3M | -5.2% | -36.6% | +31.4% | -2.0% |
| 6M | -12.8% | -56.9% | +44.1% | -7.5% |
| YTD | -4.6% | -51.2% | +46.6% | +0.5% |
| 1Y | -11.7% | -69.8% | +58.1% | -7.1% |
| All | -11.7% | -70.9% | +59.2% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling