+25.3%
U vs KMX
+56.1%
-30.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | +2.8% | 0.0% | +2.9% | +2.8% |
| 30D | +7.6% | +3.5% | +4.1% | +6.1% |
| 3M | +12.7% | -10.4% | +23.1% | +14.2% |
| 6M | +87.0% | +37.6% | +49.4% | +74.1% |
| YTD | +13.6% | +36.1% | -22.5% | +4.7% |
| 1Y | +25.3% | +52.8% | -27.5% | +12.7% |
| All | +25.3% | +56.1% | -30.8% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling