+12,882.1%
BLK vs KMX
+3,533.8%
+9,348.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -3.3% | -3.1% | -0.2% | -2.6% |
| 30D | -6.5% | +4.4% | -11.0% | -7.5% |
| 3M | +6.7% | +18.9% | -12.2% | +2.1% |
| 6M | +14.7% | +44.3% | -29.5% | +4.2% |
| YTD | +2.5% | +58.7% | -56.2% | -9.3% |
| 1Y | -2.8% | +0.1% | -2.9% | -6.2% |
| 3Y | +65.9% | -24.4% | +90.3% | +67.3% |
| 5Y | +33.0% | -54.4% | +87.4% | +45.9% |
| 10Y | +281.2% | +11.0% | +270.2% | +237.2% |
| All | +12,882.1% | +3,533.8% | +9,348.3% | +9,058.1% |
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