+1,370.8%
AMAT vs KMX
+6.5%
+1,364.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | -26.5% | +3.0% | -29.5% | -27.6% |
| 3M | -28.6% | -7.8% | -20.8% | -27.0% |
| 6M | -14.2% | +34.3% | -48.6% | -25.0% |
| YTD | +45.5% | +40.2% | +5.2% | +22.5% |
| 1Y | +59.3% | +63.0% | -3.6% | +25.8% |
| 3Y | +153.1% | -14.5% | +167.6% | +143.4% |
| 5Y | +158.2% | -64.3% | +222.5% | +248.3% |
| 10Y | +1,370.8% | +2.8% | +1,368.0% | +1,132.5% |
| All | +1,370.8% | +6.5% | +1,364.3% | +1,132.5% |
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