-94.8%
UVXY vs KEEL
+197.5%
-292.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -5.4% |
| 7D | +2.8% | +2.9% | -0.1% | +4.2% |
| 30D | -11.4% | +0.8% | -12.2% | -9.6% |
| 3M | -41.5% | -35.3% | -6.2% | -47.4% |
| 6M | -61.0% | +59.4% | -120.4% | -46.0% |
| YTD | -49.8% | +51.9% | -101.8% | -27.2% |
| 1Y | -66.4% | +75.0% | -141.4% | -42.2% |
| 3Y | -94.8% | +224.5% | -319.3% | -79.7% |
| All | -94.8% | +197.5% | -292.3% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling