+59.3%
USAR vs KMX
-27.3%
+86.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -6.0% |
| 7D | -9.3% | -3.4% | -5.9% | -9.4% |
| 30D | -15.2% | +4.0% | -19.2% | -15.0% |
| 3M | -21.1% | +24.8% | -45.9% | -20.3% |
| 6M | -21.6% | +43.6% | -65.2% | -20.6% |
| YTD | +34.8% | +56.6% | -21.8% | +38.2% |
| 1Y | +15.6% | +2.2% | +13.4% | +8.3% |
| 3Y | +57.7% | -25.4% | +83.2% | +44.3% |
| All | +59.3% | -27.3% | +86.6% | +45.8% |
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 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