+88.0%
UUUU vs KMX
-55.4%
+143.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.4% |
| 7D | -5.0% | -3.4% | -1.6% | -4.0% |
| 30D | -7.8% | +4.0% | -11.8% | -8.9% |
| 3M | -0.4% | +24.8% | -25.2% | -7.6% |
| 6M | -32.9% | +43.6% | -76.5% | -41.1% |
| YTD | -6.3% | +56.6% | -62.9% | -20.1% |
| 1Y | +7.9% | +2.2% | +5.7% | +2.5% |
| 3Y | +85.2% | -25.4% | +110.6% | +86.7% |
| All | +88.0% | -55.4% | +143.4% | +129.7% |
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