+115.0%
UMC vs KMX
+35.0%
+80.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.7% |
| 7D | -14.7% | +2.1% | -16.8% | -15.1% |
| 30D | -32.9% | +0.5% | -33.4% | -33.1% |
| 3M | -22.2% | -4.1% | -18.0% | -21.8% |
| 6M | +25.9% | +49.5% | -23.6% | +13.7% |
| YTD | +107.9% | +42.7% | +65.2% | +86.1% |
| 1Y | +115.0% | +35.3% | +79.7% | +92.9% |
| All | +115.0% | +35.0% | +80.1% | +92.9% |
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