-18.0%
KR vs UVXY
-62.8%
+44.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.8% | +9.5% | +3.4% |
| 7D | -0.2% | +2.8% | -3.0% | -0.6% |
| 30D | +5.1% | -11.4% | +16.4% | +6.3% |
| 3M | -8.2% | -41.5% | +33.4% | -2.7% |
| 6M | -18.0% | -61.0% | +43.1% | -10.3% |
| All | -18.0% | -62.8% | +44.8% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling