-22.5%
KWEB vs UVXY
-100.0%
+77.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | -0.3% |
| 7D | -5.6% | +2.8% | -8.4% | -5.1% |
| 30D | -10.7% | -11.4% | +0.7% | -12.0% |
| 3M | -7.4% | -41.5% | +34.1% | -13.5% |
| 6M | -19.3% | -61.0% | +41.7% | -27.8% |
| YTD | -27.8% | -49.8% | +22.1% | -31.9% |
| 1Y | -35.9% | -66.4% | +30.5% | -41.9% |
| 3Y | -1.9% | -94.8% | +92.8% | -18.5% |
| 5Y | -43.2% | -99.7% | +56.5% | -63.2% |
| All | -22.5% | -100.0% | +77.5% | -64.6% |
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