+133.4%
KR vs UVXY
-100.0%
+233.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.8% | +9.5% | +2.6% |
| 7D | -0.2% | +2.8% | -3.0% | -0.1% |
| 30D | +5.1% | -11.4% | +16.4% | +4.8% |
| 3M | -8.2% | -41.5% | +33.4% | -9.1% |
| 6M | -18.0% | -61.0% | +43.1% | -19.4% |
| YTD | -4.8% | -49.8% | +45.1% | -5.6% |
| 1Y | -11.0% | -66.4% | +55.4% | -12.5% |
| 3Y | +37.7% | -94.8% | +132.4% | +32.6% |
| 5Y | +52.8% | -99.7% | +152.5% | +37.2% |
| All | +133.4% | -100.0% | +233.4% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling