+228.4%
UNH vs KMX
+11.6%
+216.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -4.5% | -3.1% | -1.4% | -4.0% |
| 30D | -6.5% | +4.4% | -11.0% | -7.3% |
| 3M | -6.0% | +18.9% | -24.9% | -9.2% |
| 6M | +33.7% | +44.3% | -10.6% | +23.9% |
| YTD | +16.4% | +58.7% | -42.3% | +5.2% |
| 1Y | +10.1% | +0.1% | +10.0% | +7.3% |
| 3Y | -16.3% | -24.4% | +8.1% | -16.3% |
| 5Y | +2.1% | -54.4% | +56.5% | +12.0% |
| All | +228.4% | +11.6% | +216.8% | +163.3% |
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