-19.0%
USAR vs KMX
-36.0%
+17.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.1% |
| 7D | -0.8% | +3.4% | -4.2% | -0.8% |
| 30D | -20.9% | +6.8% | -27.8% | -20.8% |
| 3M | -56.2% | -11.4% | -44.8% | -56.3% |
| 6M | -67.9% | +43.6% | -111.5% | -67.3% |
| YTD | -31.4% | +37.7% | -69.2% | -30.0% |
| 1Y | -45.1% | +53.0% | -98.0% | -43.1% |
| 3Y | -20.3% | -16.3% | -4.0% | -27.5% |
| All | -19.0% | -36.0% | +17.1% | -26.2% |
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