+24.1%
KWEB vs UPRO
+2,453.9%
-2,429.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.1% |
| 7D | -1.3% | +1.5% | -2.7% | -1.8% |
| 30D | -11.5% | -3.7% | -7.8% | -10.4% |
| 3M | -2.9% | +8.0% | -10.9% | -6.0% |
| 6M | -14.6% | +38.7% | -53.3% | -24.5% |
| YTD | -25.5% | +29.5% | -55.1% | -32.7% |
| 1Y | -31.1% | +46.1% | -77.2% | -40.4% |
| 3Y | +3.0% | +229.1% | -226.1% | -36.9% |
| 5Y | -42.6% | +136.0% | -178.6% | -63.0% |
| 10Y | -21.1% | +1,155.3% | -1,176.4% | -77.5% |
| All | +24.1% | +2,453.9% | -2,429.8% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling