+50.4%
USHY vs KMX
-18.8%
+69.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | -1.9% | +1.7% | 0.0% |
| 30D | 0.0% | +2.6% | -2.6% | -0.3% |
| 3M | +0.8% | +25.6% | -24.7% | -1.5% |
| 6M | +1.9% | +41.9% | -39.9% | -1.9% |
| YTD | +2.3% | +56.0% | -53.8% | -2.8% |
| 1Y | +4.1% | -1.8% | +5.9% | +3.1% |
| 3Y | +27.8% | -25.7% | +53.5% | +28.5% |
| 5Y | +21.5% | -54.7% | +76.2% | +26.5% |
| All | +50.4% | -18.8% | +69.2% | +38.8% |
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