+92.5%
USB vs KMX
-20.9%
+113.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.9% |
| 7D | -1.5% | -6.4% | +4.9% | +0.2% |
| 30D | +4.3% | -4.9% | +9.2% | +5.5% |
| 3M | -6.1% | -7.2% | +1.1% | -4.7% |
| 6M | +9.4% | +41.2% | -31.8% | -2.3% |
| YTD | +15.2% | +36.1% | -21.0% | +2.1% |
| 1Y | +32.8% | +28.9% | +3.9% | +17.7% |
| All | +92.5% | -20.9% | +113.4% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling