+112.3%
UAL vs KMX
-66.8%
+179.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.2% | +2.9% |
| 7D | +8.2% | -7.4% | +15.5% | +11.8% |
| 30D | +2.3% | -3.4% | +5.7% | +3.7% |
| 3M | -12.7% | -11.3% | -1.4% | -8.6% |
| 6M | +12.7% | +30.6% | -17.9% | -1.4% |
| YTD | +0.8% | +33.2% | -32.4% | -14.1% |
| 1Y | +17.8% | +66.7% | -48.9% | -9.5% |
| 3Y | +206.7% | -22.1% | +228.8% | +223.3% |
| All | +112.3% | -66.8% | +179.0% | +247.9% |
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