+36.4%
UPS vs KMX
+11.6%
+24.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -2.0% | -3.1% | +1.1% | -1.3% |
| 30D | -2.0% | +4.4% | -6.4% | -3.0% |
| 3M | -6.2% | +18.9% | -25.1% | -10.3% |
| 6M | +2.8% | +44.3% | -41.5% | -6.6% |
| YTD | +5.9% | +58.7% | -52.8% | -6.2% |
| 1Y | +26.2% | +0.1% | +26.1% | +22.5% |
| 3Y | -26.0% | -24.4% | -1.6% | -25.1% |
| 5Y | -34.3% | -54.4% | +20.1% | -27.9% |
| All | +36.4% | +11.6% | +24.8% | +18.7% |
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