+121.9%
KRE vs UVXY
-100.0%
+221.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.9% |
| 7D | -1.8% | +2.8% | -4.6% | -1.4% |
| 30D | -4.5% | -11.4% | +6.9% | -6.1% |
| 3M | +2.7% | -41.5% | +44.3% | -4.4% |
| 6M | +16.9% | -61.0% | +77.9% | +4.0% |
| YTD | +15.4% | -49.8% | +65.2% | +8.5% |
| 1Y | +16.1% | -66.4% | +82.5% | +4.7% |
| 3Y | +85.7% | -94.8% | +180.5% | +55.9% |
| 5Y | +33.3% | -99.7% | +133.0% | -13.1% |
| All | +121.9% | -100.0% | +221.9% | +3.5% |
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