+8,758.0%
UNH vs KMX
+450.6%
+8,307.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.5% |
| 7D | +1.1% | -0.7% | +1.9% | +1.2% |
| 30D | -1.5% | +4.1% | -5.6% | -2.1% |
| 3M | -0.8% | +27.5% | -28.4% | -4.1% |
| 6M | +41.8% | +43.6% | -1.8% | +34.6% |
| YTD | +23.1% | +56.8% | -33.7% | +15.0% |
| 1Y | +28.5% | -1.3% | +29.8% | +26.2% |
| 3Y | -11.8% | -25.4% | +13.6% | -11.8% |
| 5Y | +5.3% | -53.9% | +59.2% | +9.3% |
| 10Y | +247.4% | +0.7% | +246.8% | +220.1% |
| All | +8,758.0% | +450.6% | +8,307.4% | +7,627.2% |
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