-9.3%
UL vs KMX
+5.0%
-14.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.4% |
| 30D | +0.5% | +11.7% | -11.2% | 0.0% |
| 3M | +17.6% | +34.9% | -17.3% | +16.3% |
| 6M | -5.4% | +50.3% | -55.6% | -6.8% |
| YTD | +0.7% | +63.8% | -63.1% | -1.3% |
| 1Y | -9.3% | +3.8% | -13.1% | -10.0% |
| All | -9.3% | +5.0% | -14.2% | -10.0% |
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