+11,991.0%
UPRO vs KIM
+485.9%
+11,505.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -2.9% | +2.8% | -5.6% | -5.1% |
| 30D | -12.4% | +15.9% | -28.3% | -24.0% |
| 3M | -11.9% | +7.8% | -19.6% | -18.3% |
| 6M | -1.7% | +11.9% | -13.5% | -13.2% |
| YTD | +18.5% | +31.0% | -12.5% | -10.3% |
| 1Y | +17.5% | +32.3% | -14.9% | -12.1% |
| 3Y | +218.4% | +65.5% | +152.9% | +93.9% |
| 5Y | +99.1% | +37.2% | +61.9% | +54.3% |
| 10Y | +1,071.1% | +63.9% | +1,007.2% | +600.8% |
| All | +11,991.0% | +485.9% | +11,505.1% | +2,653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling