+216.5%
KTOS vs UPRO
+220.4%
-3.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.1% | -1.7% |
| 7D | -2.4% | -2.5% | +0.2% | -1.3% |
| 30D | -26.8% | -4.2% | -22.6% | -25.4% |
| 3M | -20.6% | +8.1% | -28.6% | -23.4% |
| 6M | -47.5% | +35.2% | -82.7% | -54.0% |
| YTD | -38.5% | +28.4% | -66.9% | -45.0% |
| 1Y | -31.0% | +39.3% | -70.3% | -40.1% |
| 3Y | +216.5% | +219.9% | -3.3% | +103.8% |
| All | +216.5% | +220.4% | -3.8% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 3y: compounded portfolio wealth divided by compounded UPRO 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…
3y analysis · Full analysis span regression · 6 months rolling