+1,125.0%
UPRO vs KMX
+2.4%
+1,122.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.3% |
| 7D | -3.8% | -2.3% | -1.5% | -1.9% |
| 30D | -8.9% | +6.3% | -15.2% | -13.1% |
| 3M | -7.4% | -7.4% | -0.1% | -3.9% |
| 6M | +1.6% | +37.9% | -36.3% | -22.3% |
| YTD | +23.2% | +39.5% | -16.3% | -10.7% |
| 1Y | +21.2% | +57.9% | -36.6% | -20.6% |
| 3Y | +230.8% | -15.0% | +245.8% | +210.1% |
| 5Y | +106.7% | -64.1% | +170.8% | +280.6% |
| 10Y | +1,125.0% | -1.6% | +1,126.6% | +977.4% |
| All | +1,125.0% | +2.4% | +1,122.7% | +977.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling