-34.5%
UPS vs KMX
-54.8%
+20.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.4% | -3.4% | 0.0% | -2.7% |
| 30D | -2.7% | +4.0% | -6.8% | -3.6% |
| 3M | -1.6% | +24.8% | -26.4% | -6.6% |
| 6M | +2.3% | +43.6% | -41.3% | -6.4% |
| YTD | +5.6% | +56.6% | -51.1% | -5.6% |
| 1Y | +27.1% | +2.2% | +24.8% | +23.2% |
| 3Y | -26.3% | -25.4% | -0.9% | -24.9% |
| 5Y | -34.5% | -55.0% | +20.5% | -28.8% |
| All | -34.5% | -54.8% | +20.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling