+251.3%
UAL vs KMX
+320.5%
-69.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | +0.7% | +1.9% | -1.2% | -0.4% |
| 30D | -16.1% | +11.7% | -27.8% | -21.5% |
| 3M | +6.1% | +34.9% | -28.8% | -12.4% |
| 6M | +10.8% | +50.3% | -39.4% | -15.8% |
| YTD | -0.4% | +63.8% | -64.2% | -28.7% |
| 1Y | +5.0% | +3.8% | +1.2% | -6.5% |
| 3Y | +124.0% | -24.3% | +148.3% | +132.0% |
| 5Y | +141.0% | -50.2% | +191.2% | +194.8% |
| 10Y | +118.0% | +5.4% | +112.6% | +59.1% |
| All | +251.3% | +320.5% | -69.2% | -24.8% |
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