+49.7%
USHY vs KMX
-17.4%
+67.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | -0.7% | +4.4% | -5.1% | -1.1% |
| 3M | +0.1% | +18.9% | -18.9% | -1.8% |
| 6M | +1.8% | +44.3% | -42.5% | -2.2% |
| YTD | +1.8% | +58.7% | -56.9% | -3.4% |
| 1Y | +3.3% | +0.1% | +3.2% | +2.1% |
| 3Y | +27.0% | -24.4% | +51.4% | +27.4% |
| 5Y | +21.0% | -54.4% | +75.4% | +25.9% |
| All | +49.7% | -17.4% | +67.1% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling