+1,328.6%
CMCSA vs KMX
+475.4%
+853.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | +7.0% | +11.7% | -4.7% | +4.9% |
| 3M | +15.1% | +34.9% | -19.8% | +8.6% |
| 6M | -15.4% | +50.3% | -65.6% | -22.3% |
| YTD | -1.9% | +63.8% | -65.7% | -11.7% |
| 1Y | -12.7% | +3.8% | -16.6% | -15.8% |
| 3Y | -31.0% | -24.3% | -6.7% | -30.8% |
| 5Y | -46.1% | -50.2% | +4.1% | -43.4% |
| 10Y | +10.8% | +5.4% | +5.5% | -1.5% |
| All | +1,328.6% | +475.4% | +853.2% | +727.9% |
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 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