+1.1%
UL vs KMX
+35.0%
-33.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +3.1% |
| 7D | +4.7% | +2.1% | +2.5% | +4.5% |
| 30D | +11.6% | +0.5% | +11.1% | +11.5% |
| 3M | +5.3% | -4.1% | +9.4% | +5.5% |
| 6M | +16.0% | +49.5% | -33.5% | +14.6% |
| YTD | +5.0% | +42.7% | -37.7% | +3.4% |
| 1Y | +1.1% | +35.3% | -34.2% | -0.3% |
| All | +1.1% | +35.0% | -33.9% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling