+19.2%
UL vs KMX
-54.8%
+74.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -4.1% | -3.4% | -0.7% | -3.8% |
| 30D | -1.2% | +4.0% | -5.2% | -1.5% |
| 3M | +6.0% | +24.8% | -18.8% | +4.4% |
| 6M | -5.5% | +43.6% | -49.1% | -7.9% |
| YTD | -3.3% | +56.6% | -60.0% | -6.6% |
| 1Y | -9.8% | +2.2% | -12.0% | -10.6% |
| 3Y | +20.1% | -25.4% | +45.6% | +20.6% |
| 5Y | +19.2% | -55.0% | +74.2% | +24.2% |
| All | +19.2% | -54.8% | +74.0% | +24.2% |
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