+224.5%
USO vs KMX
-54.8%
+279.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.6% |
| 7D | +11.5% | -3.4% | +14.8% | +11.6% |
| 30D | +24.1% | +4.0% | +20.1% | +23.9% |
| 3M | +17.9% | +24.8% | -6.9% | +17.0% |
| 6M | +49.6% | +43.6% | +6.0% | +47.7% |
| YTD | +129.0% | +56.6% | +72.4% | +125.0% |
| 1Y | +112.0% | +2.2% | +109.7% | +112.3% |
| 3Y | +102.3% | -25.4% | +127.7% | +105.2% |
| 5Y | +224.5% | -55.0% | +279.6% | +240.7% |
| All | +224.5% | -54.8% | +279.4% | +240.7% |
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