+13,342.5%
UPRO vs KIM
+438.4%
+12,904.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +0.1% | +0.4% | -0.4% | -0.4% |
| 30D | -0.9% | -4.0% | +3.1% | +2.8% |
| 3M | +1.9% | +0.5% | +1.4% | 0.0% |
| 6M | +33.1% | +3.6% | +29.5% | +27.0% |
| YTD | +31.8% | +20.4% | +11.4% | +8.4% |
| 1Y | +48.3% | +9.7% | +38.6% | +32.7% |
| 3Y | +221.5% | +46.0% | +175.5% | +120.2% |
| 5Y | +136.7% | +34.4% | +102.3% | +87.4% |
| 10Y | +1,179.2% | +29.3% | +1,149.9% | +888.9% |
| All | +13,342.5% | +438.4% | +12,904.1% | +3,226.9% |
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