+5,397.9%
ANET vs KMX
+31.3%
+5,366.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -1.3% | -3.4% | +2.1% | -0.4% |
| 30D | -4.5% | +4.0% | -8.5% | -5.6% |
| 3M | +24.5% | +24.8% | -0.3% | +16.3% |
| 6M | +35.4% | +43.6% | -8.3% | +20.3% |
| YTD | +44.2% | +56.6% | -12.4% | +24.3% |
| 1Y | +25.4% | +2.2% | +23.1% | +19.6% |
| 3Y | +284.8% | -25.4% | +310.2% | +289.6% |
| 5Y | +761.7% | -55.0% | +816.7% | +879.4% |
| 10Y | +3,691.2% | +9.6% | +3,681.6% | +2,907.4% |
| All | +5,397.9% | +31.3% | +5,366.6% | +4,082.0% |
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