-35.3%
CMCSA vs KMX
-26.3%
-8.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.5% |
| 7D | -8.3% | -1.9% | -6.4% | -8.0% |
| 30D | -2.4% | +2.6% | -5.0% | -2.8% |
| 3M | +4.5% | +25.6% | -21.1% | +0.6% |
| 6M | -18.8% | +41.9% | -60.6% | -23.8% |
| YTD | -8.9% | +56.0% | -65.0% | -16.6% |
| 1Y | -18.3% | -1.8% | -16.5% | -18.9% |
| All | -35.3% | -26.3% | -8.9% | -35.9% |
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 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