-99.7%
UVXY vs KIM
+35.9%
-135.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.3% | -7.5% |
| 7D | +2.8% | -1.7% | +4.5% | -0.3% |
| 30D | -11.4% | -3.0% | -8.4% | -16.3% |
| 3M | -41.5% | -8.9% | -32.6% | -51.4% |
| 6M | -61.0% | +2.4% | -63.4% | -58.8% |
| YTD | -49.8% | +18.3% | -68.2% | -31.3% |
| 1Y | -66.4% | +8.2% | -74.6% | -60.7% |
| 3Y | -94.8% | +44.0% | -138.8% | -85.6% |
| All | -99.7% | +35.9% | -135.5% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling