+224.4%
UPRO vs KIM
+65.6%
+158.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -7.9% | +14.1% | -22.0% | -17.2% |
| 3M | -12.0% | +6.0% | -18.0% | -16.1% |
| 6M | -2.0% | +13.2% | -15.2% | -13.4% |
| YTD | +20.4% | +30.4% | -10.0% | -7.6% |
| 1Y | +24.5% | +31.0% | -6.5% | -5.1% |
| 3Y | +224.4% | +67.6% | +156.7% | +117.8% |
| All | +224.4% | +65.6% | +158.8% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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