+757.4%
UMAC vs KMX
-17.0%
+774.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -4.3% | +13.6% | +10.8% |
| 7D | +14.7% | -0.7% | +15.4% | +14.8% |
| 30D | -0.5% | +4.1% | -4.6% | -2.3% |
| 3M | +0.5% | +27.5% | -27.0% | -9.3% |
| 6M | +57.9% | +43.6% | +14.4% | +35.0% |
| YTD | +103.9% | +56.8% | +47.2% | +69.1% |
| 1Y | +159.3% | -1.3% | +160.6% | +142.0% |
| All | +757.4% | -17.0% | +774.4% | +569.8% |
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 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