-68.3%
U vs KMX
-54.2%
-14.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +4.4% | -1.9% | +6.2% | +5.4% |
| 30D | -1.3% | +2.6% | -3.9% | -3.2% |
| 3M | +49.6% | +25.6% | +24.0% | +27.3% |
| 6M | +100.2% | +41.9% | +58.3% | +52.0% |
| YTD | -3.7% | +56.0% | -59.7% | -32.5% |
| 1Y | -6.5% | -1.8% | -4.7% | -12.7% |
| 3Y | +12.9% | -25.7% | +38.6% | +22.2% |
| 5Y | -68.3% | -54.7% | -13.5% | -53.9% |
| All | -68.3% | -54.2% | -14.1% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling