+468.0%
UUUU vs KMX
+11.6%
+456.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.4% |
| 7D | -10.5% | -3.1% | -7.4% | -9.6% |
| 30D | -10.5% | +4.4% | -15.0% | -11.9% |
| 3M | -14.1% | +18.9% | -33.0% | -19.7% |
| 6M | -35.5% | +44.3% | -79.8% | -44.2% |
| YTD | -10.9% | +58.7% | -69.6% | -25.8% |
| 1Y | +3.4% | +0.1% | +3.2% | -1.6% |
| 3Y | +73.1% | -24.4% | +97.6% | +72.6% |
| 5Y | +87.1% | -54.4% | +141.6% | +119.7% |
| All | +468.0% | +11.6% | +456.4% | +307.1% |
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 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