+1,173.8%
USB vs KMX
+475.4%
+698.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.4% | +1.9% | -0.5% | +1.0% |
| 30D | -1.3% | +11.7% | -13.0% | -3.7% |
| 3M | +15.2% | +34.9% | -19.6% | +7.5% |
| 6M | +18.8% | +50.3% | -31.4% | +7.6% |
| YTD | +21.0% | +63.8% | -42.8% | +7.1% |
| 1Y | +34.0% | +3.8% | +30.2% | +28.6% |
| 3Y | +95.3% | -24.3% | +119.6% | +98.3% |
| 5Y | +40.4% | -50.2% | +90.6% | +50.5% |
| 10Y | +107.3% | +5.4% | +101.9% | +87.4% |
| All | +1,173.8% | +475.4% | +698.4% | +652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling