+156.3%
UMAC vs KMX
+5.0%
+151.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.5% |
| 7D | -0.9% | +1.9% | -2.8% | -1.6% |
| 30D | -7.7% | +11.7% | -19.3% | -11.8% |
| 3M | -26.4% | +34.9% | -61.3% | -35.6% |
| 6M | +61.9% | +50.3% | +11.6% | +33.1% |
| YTD | +86.5% | +63.8% | +22.7% | +49.1% |
| 1Y | +156.3% | +3.8% | +152.5% | +124.8% |
| All | +156.3% | +5.0% | +151.3% | +124.8% |
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