+12,179.8%
UPRO vs KMX
+293.3%
+11,886.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -2.1% |
| 7D | +7.4% | +3.4% | +4.0% | +4.8% |
| 30D | -7.9% | +6.8% | -14.7% | -12.9% |
| 3M | -12.0% | -11.4% | -0.6% | -5.4% |
| 6M | -2.0% | +43.6% | -45.5% | -28.9% |
| YTD | +20.4% | +37.7% | -17.3% | -14.3% |
| 1Y | +24.5% | +53.0% | -28.5% | -19.2% |
| 3Y | +224.4% | -16.3% | +240.7% | +201.6% |
| 5Y | +97.6% | -64.2% | +161.9% | +257.3% |
| 10Y | +1,097.3% | -2.8% | +1,100.2% | +783.6% |
| All | +12,179.8% | +293.3% | +11,886.5% | +2,119.4% |
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 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