+253.9%
UMC vs KMX
-26.1%
+279.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +11.4% | -3.4% | +14.8% | +12.1% |
| 30D | +16.8% | +4.0% | +12.8% | +15.7% |
| 3M | +19.1% | +24.8% | -5.7% | +13.1% |
| 6M | +137.4% | +43.6% | +93.8% | +117.7% |
| YTD | +186.4% | +56.6% | +129.8% | +157.0% |
| 1Y | +229.1% | +2.2% | +226.8% | +215.8% |
| All | +253.9% | -26.1% | +279.9% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling