-22.5%
KWEB vs UPRO
+1,258.3%
-1,280.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | -0.2% |
| 7D | -5.6% | -2.5% | -3.0% | -4.7% |
| 30D | -10.7% | -4.2% | -6.5% | -9.5% |
| 3M | -7.4% | +8.1% | -15.5% | -10.2% |
| 6M | -19.3% | +35.2% | -54.6% | -27.8% |
| YTD | -27.8% | +28.4% | -56.2% | -34.3% |
| 1Y | -35.9% | +39.3% | -75.2% | -43.5% |
| 3Y | -1.9% | +219.9% | -221.8% | -38.3% |
| 5Y | -43.2% | +142.8% | -186.0% | -63.2% |
| All | -22.5% | +1,258.3% | -1,280.8% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling