+101.1%
UAL vs KMX
+6.5%
+94.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +12.5% | +1.5% | +10.9% | +11.7% |
| 30D | +12.2% | +3.0% | +9.2% | +10.2% |
| 3M | -2.6% | -7.8% | +5.2% | +1.1% |
| 6M | +21.1% | +34.3% | -13.3% | +0.6% |
| YTD | +7.8% | +40.2% | -32.4% | -14.6% |
| 1Y | +25.4% | +63.0% | -37.6% | -9.1% |
| 3Y | +217.3% | -14.5% | +231.8% | +209.5% |
| 5Y | +132.9% | -64.3% | +197.2% | +268.4% |
| 10Y | +101.1% | +2.8% | +98.4% | +66.7% |
| All | +101.1% | +6.5% | +94.6% | +66.7% |
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 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