-99.7%
UVXY vs KEEL
-34.6%
-65.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -5.3% |
| 7D | +2.8% | +2.9% | -0.1% | +4.3% |
| 30D | -11.4% | +0.8% | -12.2% | -9.6% |
| 3M | -41.5% | -35.3% | -6.2% | -47.5% |
| 6M | -61.0% | +59.4% | -120.4% | -46.1% |
| YTD | -49.8% | +51.9% | -101.8% | -27.4% |
| 1Y | -66.4% | +75.0% | -141.4% | -42.8% |
| 3Y | -94.8% | +224.5% | -319.3% | -80.1% |
| All | -99.7% | -34.6% | -65.1% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling