-94.4%
UVXY vs KIM
+43.4%
-137.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +3.1% |
| 7D | +11.0% | -1.5% | +12.5% | +8.3% |
| 30D | -8.8% | -1.7% | -7.1% | -11.5% |
| 3M | -41.9% | -7.1% | -34.8% | -49.6% |
| 6M | -61.2% | +2.9% | -64.1% | -58.3% |
| YTD | -46.2% | +18.8% | -65.0% | -25.1% |
| 1Y | -65.2% | +9.4% | -74.6% | -58.2% |
| All | -94.4% | +43.4% | -137.8% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling