+99.1%
UAL vs KMX
+0.4%
+98.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -0.5% |
| 7D | +3.5% | -0.7% | +4.2% | +3.8% |
| 30D | -16.5% | +4.1% | -20.6% | -18.4% |
| 3M | +2.8% | +27.5% | -24.7% | -11.3% |
| 6M | +17.6% | +43.6% | -26.0% | -6.5% |
| YTD | -3.2% | +56.8% | -60.0% | -27.2% |
| 1Y | +0.4% | -1.3% | +1.8% | -6.4% |
| 3Y | +128.2% | -25.4% | +153.5% | +141.7% |
| 5Y | +137.7% | -53.9% | +191.6% | +215.3% |
| 10Y | +99.1% | +0.7% | +98.5% | +63.3% |
| All | +99.1% | +0.4% | +98.7% | +63.3% |
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