-26.8%
UPS vs KMX
-26.3%
-0.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | -3.7% | +2.6% | -6.3% | -4.3% |
| 3M | -6.6% | +25.6% | -32.1% | -11.0% |
| 6M | +2.6% | +41.9% | -39.3% | -5.3% |
| YTD | +4.8% | +56.0% | -51.3% | -5.5% |
| 1Y | +25.3% | -1.8% | +27.1% | +23.9% |
| All | -26.8% | -26.3% | -0.4% | -28.1% |
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 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