-42.1%
KWEB vs UVXY
-99.7%
+57.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.4% | -0.4% |
| 7D | -5.6% | +2.8% | -8.4% | -5.1% |
| 30D | -10.7% | -11.4% | +0.7% | -12.1% |
| 3M | -7.4% | -41.5% | +34.1% | -14.0% |
| 6M | -19.3% | -61.0% | +41.7% | -28.4% |
| YTD | -27.8% | -49.8% | +22.1% | -32.2% |
| 1Y | -35.9% | -66.4% | +30.5% | -42.4% |
| 3Y | -1.9% | -94.8% | +92.8% | -21.8% |
| All | -42.1% | -99.7% | +57.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling