+203.4%
URI vs KMX
-50.1%
+253.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -2.0% | +1.9% | -3.9% | -2.7% |
| 30D | -12.9% | +11.7% | -24.6% | -16.6% |
| 3M | -6.7% | +34.9% | -41.6% | -17.5% |
| 6M | +19.0% | +50.3% | -31.3% | -0.2% |
| YTD | +25.5% | +63.8% | -38.3% | +1.4% |
| 1Y | +5.5% | +3.8% | +1.7% | -0.3% |
| 3Y | +111.3% | -24.3% | +135.6% | +121.9% |
| All | +203.4% | -50.1% | +253.5% | +262.1% |
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 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