+1,080.7%
UL vs KMX
+450.6%
+630.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.3% |
| 30D | +0.9% | +4.1% | -3.2% | +0.5% |
| 3M | +14.2% | +27.5% | -13.3% | +11.6% |
| 6M | -3.2% | +43.6% | -46.8% | -6.6% |
| YTD | -0.3% | +56.8% | -57.1% | -4.8% |
| 1Y | -8.8% | -1.3% | -7.5% | -9.9% |
| 3Y | +23.9% | -25.4% | +49.3% | +23.9% |
| 5Y | +21.4% | -53.9% | +75.3% | +24.5% |
| 10Y | +66.7% | +0.7% | +66.0% | +55.9% |
| All | +1,080.7% | +450.6% | +630.1% | +933.4% |
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