+1,182.4%
URI vs KMX
+6.5%
+1,176.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.0% | +1.5% | -7.5% | -6.6% |
| 30D | +4.6% | +3.0% | +1.6% | +2.8% |
| 3M | -2.7% | -7.8% | +5.1% | 0.0% |
| 6M | +18.4% | +34.3% | -16.0% | +0.4% |
| YTD | +37.4% | +40.2% | -2.9% | +11.7% |
| 1Y | +30.4% | +63.0% | -32.6% | -2.1% |
| 3Y | +147.9% | -14.5% | +162.4% | +138.4% |
| 5Y | +202.1% | -64.3% | +266.4% | +341.7% |
| 10Y | +1,182.4% | +2.8% | +1,179.7% | +814.9% |
| All | +1,182.4% | +6.5% | +1,176.0% | +814.9% |
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