+32,355.3%
AVGO vs KMX
+271.6%
+32,083.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.3% | +7.3% | +4.4% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -13.8% | +4.1% | -17.9% | -15.2% |
| 3M | -6.9% | +27.5% | -34.4% | -15.2% |
| 6M | +11.9% | +43.6% | -31.6% | -3.2% |
| YTD | +6.9% | +56.8% | -49.9% | -11.1% |
| 1Y | +7.4% | -1.3% | +8.7% | +2.0% |
| 3Y | +345.6% | -25.4% | +371.0% | +350.1% |
| 5Y | +718.9% | -53.9% | +772.8% | +838.3% |
| 10Y | +2,755.4% | +0.7% | +2,754.7% | +2,059.4% |
| All | +32,355.3% | +271.6% | +32,083.7% | +12,390.8% |
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