He should have won more at Kentucky.
What? He was there 8 years. They were coming off probation and were only eligible for 6 NCAAT. In those 6 years he:
Won a title
Lost an incredible national title game
Made an additional Final Four
Lost 2 E8 games, one of which is one of the greatest endings ever (that the probability of losing was insanely low).
Every year he was there and the team was eligible, he made the tournament. 5/6 years he was in the second weekend. He made 50% of possible Final Fours. The year after he left, the team he built won a title. Those 6 years were about as good as you can ask for, rivaled really only by UCLA and the late-80s, early 90s Duke teams.