+278.5%
AVGO vs KMX
-14.8%
+293.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.0% | -5.0% |
| 7D | +18.2% | +3.4% | +14.8% | +17.4% |
| 30D | +0.2% | +6.8% | -6.6% | -1.2% |
| 3M | -16.8% | -11.4% | -5.4% | -15.3% |
| 6M | -16.5% | +43.6% | -60.0% | -23.5% |
| YTD | +0.8% | +37.7% | -36.9% | -8.0% |
| 1Y | +2.8% | +53.0% | -50.1% | -8.4% |
| 3Y | +278.5% | -16.3% | +294.9% | +293.7% |
| All | +278.5% | -14.8% | +293.3% | +293.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling