+1,842.6%
UMC vs KMX
+11.6%
+1,831.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.0% |
| 7D | +9.0% | -3.1% | +12.1% | +9.8% |
| 30D | +17.2% | +4.4% | +12.8% | +15.8% |
| 3M | +11.4% | +18.9% | -7.5% | +6.0% |
| 6M | +137.5% | +44.3% | +93.2% | +114.0% |
| YTD | +193.1% | +58.7% | +134.4% | +156.4% |
| 1Y | +240.3% | +0.1% | +240.2% | +228.6% |
| 3Y | +262.2% | -24.4% | +286.6% | +264.8% |
| 5Y | +143.1% | -54.4% | +197.5% | +167.1% |
| All | +1,842.6% | +11.6% | +1,831.0% | +1,752.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling