-26.6%
U vs KMX
-48.7%
+22.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.3% |
| 7D | +2.8% | 0.0% | +2.9% | +2.6% |
| 30D | +7.6% | +3.5% | +4.1% | +4.2% |
| 3M | +12.7% | -10.4% | +23.1% | +17.1% |
| 6M | +87.0% | +37.6% | +49.4% | +50.6% |
| YTD | +13.6% | +36.1% | -22.5% | -11.5% |
| 1Y | +25.3% | +52.8% | -27.5% | -9.7% |
| 3Y | +85.8% | -17.0% | +102.8% | +81.7% |
| 5Y | -74.5% | -64.7% | -9.8% | -66.9% |
| All | -26.6% | -48.7% | +22.1% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling