-100.0%
UVXY vs KIM
+232.3%
-332.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +3.3% |
| 7D | -4.7% | -0.3% | -4.4% | -5.3% |
| 30D | -17.1% | -1.7% | -15.4% | -19.5% |
| 3M | -39.9% | -0.8% | -39.1% | -41.6% |
| 6M | -66.9% | +4.4% | -71.3% | -64.3% |
| YTD | -50.1% | +21.2% | -71.3% | -32.4% |
| 1Y | -68.3% | +10.5% | -78.9% | -62.3% |
| 3Y | -95.0% | +47.5% | -142.5% | -87.2% |
| 5Y | -99.7% | +37.1% | -136.8% | -98.9% |
| 10Y | -100.0% | +29.5% | -129.5% | -100.0% |
| All | -100.0% | +232.3% | -332.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling