+1,665.8%
AMAT vs KMX
+0.4%
+1,665.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +5.6% |
| 7D | +7.0% | -0.7% | +7.7% | +7.2% |
| 30D | -12.2% | +4.1% | -16.3% | -13.8% |
| 3M | -3.8% | +27.5% | -31.4% | -13.2% |
| 6M | +45.9% | +43.6% | +2.4% | +24.0% |
| YTD | +84.6% | +56.8% | +27.9% | +50.2% |
| 1Y | +193.4% | -1.3% | +194.7% | +179.2% |
| 3Y | +228.1% | -25.4% | +253.5% | +235.8% |
| 5Y | +268.9% | -53.9% | +322.8% | +344.2% |
| 10Y | +1,665.8% | +0.7% | +1,665.1% | +1,370.4% |
| All | +1,665.8% | +0.4% | +1,665.3% | +1,370.4% |
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