+10,737.9%
AMAT vs KMX
+475.4%
+10,262.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | -14.8% | +11.7% | -26.5% | -17.3% |
| 3M | -9.3% | +34.9% | -44.2% | -16.4% |
| 6M | +27.4% | +50.3% | -22.9% | +13.2% |
| YTD | +77.6% | +63.8% | +13.8% | +53.5% |
| 1Y | +188.9% | +3.8% | +185.1% | +175.9% |
| 3Y | +202.3% | -24.3% | +226.6% | +206.4% |
| 5Y | +248.9% | -50.2% | +299.1% | +283.3% |
| 10Y | +1,585.2% | +5.4% | +1,579.8% | +1,409.6% |
| All | +10,737.9% | +475.4% | +10,262.6% | +6,045.4% |
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 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