+31.8%
USB vs KMX
+42.7%
-10.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | 0.0% | -7.4% | +7.4% | +1.3% |
| 30D | +5.8% | -3.4% | +9.2% | +6.4% |
| 3M | -6.0% | -11.3% | +5.4% | -4.3% |
| 6M | +7.8% | +30.6% | -22.8% | +1.5% |
| YTD | +14.6% | +33.2% | -18.6% | +3.9% |
| 1Y | +31.8% | +66.7% | -34.9% | +8.7% |
| All | +31.8% | +42.7% | -10.9% | +8.7% |
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