-46.7%
COMP vs KMX
-52.1%
+5.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -0.6% |
| 7D | +4.1% | -0.7% | +4.8% | +4.6% |
| 30D | -14.5% | +4.1% | -18.7% | -16.8% |
| 3M | +41.8% | +27.5% | +14.3% | +19.9% |
| 6M | +23.6% | +43.6% | -20.0% | -5.2% |
| YTD | +1.7% | +56.8% | -55.1% | -26.8% |
| 1Y | +12.6% | -1.3% | +13.9% | +4.8% |
| 3Y | +221.9% | -25.4% | +247.2% | +248.5% |
| 5Y | -28.1% | -53.9% | +25.8% | -9.8% |
| All | -46.7% | -52.1% | +5.4% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling