+136.0%
UPRO vs KMX
-52.4%
+188.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -3.7% | +4.1% | -7.8% | -6.1% |
| 3M | +8.0% | +27.5% | -19.5% | -7.4% |
| 6M | +38.7% | +43.6% | -4.9% | +8.2% |
| YTD | +29.5% | +56.8% | -27.2% | -5.6% |
| 1Y | +46.1% | -1.3% | +47.4% | +36.5% |
| 3Y | +229.1% | -25.4% | +254.5% | +259.8% |
| 5Y | +136.0% | -53.9% | +189.9% | +252.4% |
| All | +136.0% | -52.4% | +188.4% | +252.4% |
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 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