+227.0%
UPS vs KMX
+4,400.6%
-4,173.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | -3.5% | +11.7% | -15.2% | -5.3% |
| 3M | -5.7% | +34.9% | -40.6% | -10.4% |
| 6M | -4.4% | +50.3% | -54.6% | -11.1% |
| YTD | +8.0% | +63.8% | -55.8% | -1.3% |
| 1Y | +29.0% | +3.8% | +25.2% | +25.4% |
| 3Y | -27.7% | -24.3% | -3.4% | -27.2% |
| 5Y | -34.3% | -50.2% | +15.9% | -31.2% |
| 10Y | +37.8% | +5.4% | +32.4% | +25.4% |
| All | +227.0% | +4,400.6% | -4,173.6% | +137.4% |
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