+8.0%
KMX vs URA
+346.2%
-338.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.2% |
| 7D | -3.1% | -5.5% | +2.4% | -1.7% |
| 30D | +4.4% | -3.7% | +8.1% | +5.3% |
| 3M | +18.9% | -2.9% | +21.8% | +19.1% |
| 6M | +44.3% | -15.2% | +59.5% | +48.6% |
| YTD | +58.7% | +1.9% | +56.8% | +53.6% |
| 1Y | +0.1% | +6.9% | -6.8% | -5.5% |
| 3Y | -24.4% | +99.6% | -124.0% | -44.6% |
| 5Y | -54.4% | +101.2% | -155.6% | -68.3% |
| All | +8.0% | +346.2% | -338.2% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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