+53.3%
UPRO vs KRMN
+17.6%
+35.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | -2.5% | -11.8% | +9.2% | +1.0% |
| 30D | -4.2% | -43.0% | +38.8% | +13.0% |
| 3M | +8.1% | -28.8% | +36.9% | +17.5% |
| 6M | +35.2% | -66.3% | +101.6% | +84.5% |
| YTD | +28.4% | -51.8% | +80.2% | +47.0% |
| 1Y | +39.3% | -44.7% | +84.0% | +47.2% |
| All | +53.3% | +17.6% | +35.7% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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