+147.1%
AMAT vs KMX
-64.6%
+211.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.1% |
| 7D | +11.4% | +3.4% | +8.0% | +10.3% |
| 30D | -17.0% | +6.8% | -23.9% | -19.1% |
| 3M | -30.6% | -11.4% | -19.2% | -28.4% |
| 6M | -14.9% | +43.6% | -58.5% | -25.7% |
| YTD | +44.7% | +37.7% | +6.9% | +25.7% |
| 1Y | +66.9% | +53.0% | +13.9% | +39.4% |
| 3Y | +153.3% | -16.3% | +169.6% | +149.1% |
| All | +147.1% | -64.6% | +211.7% | +250.8% |
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