-100.0%
UVXY vs KMX
+164.7%
-264.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.7% |
| 7D | +11.0% | -3.4% | +14.4% | +6.2% |
| 30D | -8.8% | +4.0% | -12.8% | -3.7% |
| 3M | -41.9% | +24.8% | -66.7% | -20.5% |
| 6M | -61.2% | +43.6% | -104.8% | -34.0% |
| YTD | -46.2% | +56.6% | -102.8% | +6.1% |
| 1Y | -65.2% | +2.2% | -67.4% | -61.4% |
| 3Y | -94.6% | -25.4% | -69.1% | -94.6% |
| 5Y | -99.7% | -55.0% | -44.7% | -99.8% |
| 10Y | -100.0% | +9.6% | -109.6% | -100.0% |
| All | -100.0% | +164.7% | -264.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling