-54.8%
UVXY vs KEEL
-58.5%
+3.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -21.4% | +66.8% | +36.6% |
| 7D | +41.0% | -28.6% | +69.5% | +29.3% |
| 30D | +46.9% | -52.4% | +99.4% | +19.7% |
| 3M | +7.0% | -58.0% | +65.0% | -14.3% |
| 6M | -37.0% | -53.3% | +16.3% | -43.0% |
| YTD | -34.3% | -29.8% | -4.5% | -20.0% |
| 1Y | -54.8% | -59.4% | +4.6% | -52.2% |
| All | -54.8% | -58.5% | +3.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling