+711.1%
AVGO vs KMX
-54.2%
+765.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | -13.7% | +2.6% | -16.3% | -14.4% |
| 3M | -6.9% | +25.6% | -32.5% | -12.6% |
| 6M | +5.8% | +41.9% | -36.1% | -4.5% |
| YTD | +5.7% | +56.0% | -50.4% | -7.5% |
| 1Y | +9.0% | -1.8% | +10.8% | +6.3% |
| 3Y | +340.5% | -25.7% | +366.2% | +354.5% |
| 5Y | +711.1% | -54.7% | +765.8% | +845.9% |
| All | +711.1% | -54.2% | +765.2% | +845.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling