-39.0%
U vs KMX
-38.2%
-0.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | -3.8% | +1.9% | -5.7% | -4.8% |
| 30D | +17.5% | +11.7% | +5.8% | +10.5% |
| 3M | +38.7% | +34.9% | +3.8% | +16.0% |
| 6M | +104.4% | +50.3% | +54.2% | +56.2% |
| YTD | -5.7% | +63.8% | -69.5% | -32.3% |
| 1Y | +3.7% | +3.8% | -0.2% | -5.2% |
| 3Y | +12.3% | -24.3% | +36.6% | +20.6% |
| 5Y | -68.8% | -50.2% | -18.6% | -62.5% |
| All | -39.0% | -38.2% | -0.8% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling