+52.0%
KR vs UVXY
-99.7%
+151.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.8% | +9.5% | +2.7% |
| 7D | -0.2% | +2.8% | -3.0% | -0.2% |
| 30D | +5.1% | -11.4% | +16.4% | +5.1% |
| 3M | -8.2% | -41.5% | +33.4% | -8.0% |
| 6M | -18.0% | -61.0% | +43.1% | -17.8% |
| YTD | -4.8% | -49.8% | +45.1% | -4.4% |
| 1Y | -11.0% | -66.4% | +55.4% | -10.8% |
| 3Y | +37.7% | -94.8% | +132.4% | +36.5% |
| All | +52.0% | -99.7% | +151.7% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling