+13,342.5%
UPRO vs KMX
+367.8%
+12,974.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.0% |
| 7D | +0.1% | +1.9% | -1.8% | -1.3% |
| 30D | -0.9% | +11.7% | -12.6% | -9.1% |
| 3M | +1.9% | +34.9% | -33.0% | -20.6% |
| 6M | +33.1% | +50.3% | -17.2% | -7.7% |
| YTD | +31.8% | +63.8% | -32.0% | -16.3% |
| 1Y | +48.3% | +3.8% | +44.4% | +25.1% |
| 3Y | +221.5% | -24.3% | +245.8% | +229.7% |
| 5Y | +136.7% | -50.2% | +187.0% | +227.5% |
| 10Y | +1,179.2% | +5.4% | +1,173.8% | +805.8% |
| All | +13,342.5% | +367.8% | +12,974.7% | +2,066.9% |
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