+69.4%
USAR vs KMX
-27.6%
+97.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -4.4% | -1.9% | -2.6% | -4.5% |
| 30D | -10.4% | +2.6% | -13.0% | -10.3% |
| 3M | -18.4% | +25.6% | -44.0% | -17.5% |
| 6M | -8.8% | +41.9% | -50.7% | -7.8% |
| YTD | +43.4% | +56.0% | -12.7% | +47.0% |
| 1Y | +21.0% | -1.8% | +22.8% | +12.4% |
| 3Y | +67.7% | -25.7% | +93.5% | +53.5% |
| All | +69.4% | -27.6% | +97.0% | +55.1% |
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