+260.9%
UMC vs KMX
+2,417.2%
-2,156.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.3% | +9.4% | +6.4% |
| 7D | +6.6% | -0.7% | +7.3% | +6.7% |
| 30D | +16.6% | +4.1% | +12.5% | +14.9% |
| 3M | +11.0% | +27.5% | -16.5% | +2.1% |
| 6M | +131.3% | +43.6% | +87.7% | +103.1% |
| YTD | +182.5% | +56.8% | +125.7% | +139.4% |
| 1Y | +222.3% | -1.3% | +223.6% | +208.8% |
| 3Y | +253.0% | -25.4% | +278.4% | +255.3% |
| 5Y | +141.8% | -53.9% | +195.7% | +172.1% |
| 10Y | +1,772.2% | +0.7% | +1,771.5% | +1,372.6% |
| All | +260.9% | +2,417.2% | -2,156.3% | -16.1% |
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