-100.0%
UVXY vs KIM
+32.5%
-132.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.3% | -7.3% |
| 7D | +2.8% | -1.7% | +4.5% | +0.7% |
| 30D | -11.4% | -3.0% | -8.4% | -14.7% |
| 3M | -41.5% | -8.9% | -32.6% | -48.3% |
| 6M | -61.0% | +2.4% | -63.4% | -59.5% |
| YTD | -49.8% | +18.3% | -68.2% | -38.0% |
| 1Y | -66.4% | +8.2% | -74.6% | -62.3% |
| 3Y | -94.8% | +44.0% | -138.8% | -89.3% |
| 5Y | -99.7% | +37.3% | -137.0% | -99.2% |
| All | -100.0% | +32.5% | -132.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling