+22.0%
USB vs KMX
-66.8%
+88.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | 0.0% | -7.4% | +7.4% | +2.1% |
| 30D | +5.8% | -3.4% | +9.2% | +6.6% |
| 3M | -6.0% | -11.3% | +5.4% | -3.3% |
| 6M | +7.8% | +30.6% | -22.8% | -1.5% |
| YTD | +14.6% | +33.2% | -18.6% | +2.5% |
| 1Y | +31.8% | +66.7% | -34.9% | +10.0% |
| 3Y | +91.5% | -22.1% | +113.6% | +96.5% |
| All | +22.0% | -66.8% | +88.8% | +52.3% |
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