-69.8%
UVXY vs KIM
+10.4%
-80.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | -5.0% | +0.4% | -5.4% | -4.8% |
| 30D | -20.5% | -4.0% | -16.6% | -22.6% |
| 3M | -36.6% | +0.5% | -37.1% | -35.2% |
| 6M | -56.9% | +3.6% | -60.5% | -53.0% |
| YTD | -51.2% | +20.4% | -71.6% | -39.8% |
| 1Y | -69.8% | +9.7% | -79.5% | -64.7% |
| All | -69.8% | +10.4% | -80.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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