-35.7%
U vs KMX
-40.2%
+4.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.8% |
| 7D | +5.5% | -3.1% | +8.6% | +7.2% |
| 30D | -1.3% | +4.4% | -5.7% | -3.9% |
| 3M | +64.6% | +18.9% | +45.7% | +47.8% |
| 6M | +119.4% | +44.3% | +75.1% | +71.3% |
| YTD | -0.5% | +58.7% | -59.2% | -27.4% |
| 1Y | +1.3% | +0.1% | +1.2% | -5.5% |
| 3Y | +15.6% | -24.4% | +40.1% | +23.7% |
| 5Y | -67.5% | -54.4% | -13.0% | -60.4% |
| All | -35.7% | -40.2% | +4.5% | -19.5% |
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