+95.6%
KMX vs URA
-31.1%
+126.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +11.7% | +7.4% | +4.3% | +9.1% |
| 3M | +34.9% | -8.4% | +43.3% | +37.4% |
| 6M | +50.3% | -12.7% | +63.0% | +53.7% |
| YTD | +63.8% | +7.8% | +56.0% | +55.8% |
| 1Y | +3.8% | +19.5% | -15.6% | -5.5% |
| 3Y | -24.3% | +116.4% | -140.7% | -46.2% |
| 5Y | -50.2% | +134.3% | -184.5% | -67.2% |
| 10Y | +5.4% | +359.3% | -353.9% | -49.9% |
| All | +95.6% | -31.1% | +126.7% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling