-92.0%
UUUU vs KMX
+134.6%
-226.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +1.8% | -1.9% | +3.7% | +2.4% |
| 30D | +1.8% | +2.6% | -0.7% | +0.9% |
| 3M | +1.3% | +25.6% | -24.3% | -6.5% |
| 6M | -26.8% | +41.9% | -68.6% | -35.6% |
| YTD | +0.1% | +56.0% | -56.0% | -15.0% |
| 1Y | +11.2% | -1.8% | +13.0% | +7.0% |
| 3Y | +97.7% | -25.7% | +123.4% | +98.1% |
| 5Y | +127.3% | -54.7% | +182.1% | +161.5% |
| 10Y | +532.6% | +9.2% | +523.4% | +415.5% |
| All | -92.0% | +134.6% | -226.6% | -95.3% |
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