-99.7%
UVXY vs KMX
-54.8%
-44.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -5.6% |
| 7D | +2.8% | -3.1% | +5.9% | +0.1% |
| 30D | -11.4% | +4.4% | -15.8% | -7.5% |
| 3M | -41.5% | +18.9% | -60.4% | -30.3% |
| 6M | -61.0% | +44.3% | -105.3% | -42.3% |
| YTD | -49.8% | +58.7% | -108.5% | -16.3% |
| 1Y | -66.4% | +0.1% | -66.6% | -63.0% |
| 3Y | -94.8% | -24.4% | -70.3% | -94.2% |
| All | -99.7% | -54.8% | -44.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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