-49.8%
USAR vs KMX
+35.0%
-84.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.7% |
| 7D | -21.8% | +2.1% | -23.9% | -22.3% |
| 30D | -39.9% | +0.5% | -40.4% | -40.1% |
| 3M | -52.5% | -4.1% | -48.4% | -52.3% |
| 6M | -67.9% | +49.5% | -117.5% | -71.8% |
| YTD | -31.1% | +42.7% | -73.8% | -40.6% |
| 1Y | -49.8% | +35.3% | -85.1% | -56.5% |
| All | -49.8% | +35.0% | -84.8% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling