+1,155.8%
UPRO vs KMX
+10.2%
+1,145.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | -6.0% | -3.4% | -2.6% | -3.8% |
| 30D | -5.8% | +4.0% | -9.8% | -8.6% |
| 3M | +10.8% | +24.8% | -14.0% | -6.9% |
| 6M | +31.6% | +43.6% | -12.0% | -3.0% |
| YTD | +25.4% | +56.6% | -31.2% | -14.9% |
| 1Y | +39.2% | +2.2% | +37.0% | +21.5% |
| 3Y | +218.5% | -25.4% | +244.0% | +236.2% |
| 5Y | +137.1% | -55.0% | +192.1% | +264.1% |
| All | +1,155.8% | +10.2% | +1,145.7% | +954.0% |
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 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