+7,830.2%
AMAT vs KMX
+368.0%
+7,462.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.8% |
| 7D | -14.7% | -7.4% | -7.3% | -13.0% |
| 30D | -36.1% | -3.4% | -32.7% | -35.7% |
| 3M | -36.9% | -11.3% | -25.5% | -35.3% |
| 6M | -22.2% | +30.6% | -52.8% | -28.3% |
| YTD | +29.9% | +33.2% | -3.3% | +17.9% |
| 1Y | +43.3% | +66.7% | -23.4% | +22.3% |
| 3Y | +142.7% | -22.1% | +164.7% | +144.1% |
| 5Y | +126.2% | -66.7% | +192.9% | +174.7% |
| 10Y | +1,211.7% | +1.9% | +1,209.8% | +1,087.1% |
| All | +7,830.2% | +368.0% | +7,462.2% | +4,617.8% |
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 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