+3,847.4%
ANET vs KMX
+11.6%
+3,835.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.3% |
| 7D | +3.0% | -3.1% | +6.1% | +3.8% |
| 30D | -5.2% | +4.4% | -9.6% | -6.4% |
| 3M | +27.6% | +18.9% | +8.7% | +21.0% |
| 6M | +44.4% | +44.3% | +0.1% | +28.6% |
| YTD | +52.3% | +58.7% | -6.4% | +31.3% |
| 1Y | +30.4% | +0.1% | +30.3% | +25.5% |
| 3Y | +313.3% | -24.4% | +337.7% | +318.0% |
| 5Y | +810.0% | -54.4% | +864.4% | +935.0% |
| All | +3,847.4% | +11.6% | +3,835.8% | +3,096.6% |
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