+335.4%
AVGO vs KMX
-26.1%
+361.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +1.0% | -3.4% | +4.4% | +1.6% |
| 30D | -13.3% | +4.0% | -17.3% | -14.0% |
| 3M | -2.9% | +24.8% | -27.7% | -7.4% |
| 6M | +5.7% | +43.6% | -37.9% | -2.8% |
| YTD | +4.6% | +56.6% | -52.0% | -5.8% |
| 1Y | -1.6% | +2.2% | -3.9% | -3.5% |
| All | +335.4% | -26.1% | +361.5% | +340.6% |
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 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