+75.9%
UBER vs KMX
-22.8%
+98.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -1.9% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -2.5% | +4.1% | -6.6% | -3.9% |
| 3M | +4.4% | +27.5% | -23.1% | -5.1% |
| 6M | -2.7% | +43.6% | -46.2% | -16.4% |
| YTD | -10.5% | +56.8% | -67.3% | -26.5% |
| 1Y | -22.5% | -1.3% | -21.2% | -26.1% |
| 3Y | +54.8% | -25.4% | +80.2% | +57.5% |
| 5Y | +82.5% | -53.9% | +136.4% | +120.8% |
| All | +75.9% | -22.8% | +98.8% | +44.3% |
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 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