-100.0%
UVXY vs KEEL
+294.5%
-394.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -5.9% |
| 7D | +2.8% | +2.9% | -0.1% | +3.7% |
| 30D | -11.4% | +0.8% | -12.2% | -10.2% |
| 3M | -41.5% | -35.3% | -6.2% | -44.8% |
| 6M | -61.0% | +59.4% | -120.4% | -52.3% |
| YTD | -49.8% | +51.9% | -101.8% | -36.6% |
| 1Y | -66.4% | +75.0% | -141.4% | -53.2% |
| 3Y | -94.8% | +224.5% | -319.3% | -88.7% |
| 5Y | -99.7% | -35.9% | -63.8% | -99.3% |
| All | -100.0% | +294.5% | -394.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling