+2,770.9%
AVGO vs KMX
+11.6%
+2,759.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.1% |
| 7D | +1.1% | -3.1% | +4.3% | +2.0% |
| 30D | -13.0% | +4.4% | -17.4% | -14.3% |
| 3M | -6.0% | +18.9% | -24.9% | -11.3% |
| 6M | +6.4% | +44.3% | -37.9% | -6.2% |
| YTD | +5.0% | +58.7% | -53.7% | -10.7% |
| 1Y | +1.4% | +0.1% | +1.3% | -2.8% |
| 3Y | +336.8% | -24.4% | +361.2% | +343.2% |
| 5Y | +698.2% | -54.4% | +752.6% | +817.0% |
| All | +2,770.9% | +11.6% | +2,759.3% | +2,423.2% |
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