+13.5%
U vs KMX
-25.6%
+39.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +4.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | -0.6% | +4.1% | -4.7% | -2.5% |
| 3M | +48.4% | +27.5% | +20.9% | +32.9% |
| 6M | +115.4% | +43.6% | +71.8% | +79.2% |
| YTD | -3.2% | +56.8% | -60.0% | -23.4% |
| 1Y | -6.0% | -1.3% | -4.7% | -7.6% |
| 3Y | +13.5% | -25.4% | +38.8% | +13.4% |
| All | +13.5% | -25.6% | +39.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling