-49.3%
COMP vs KMX
-57.9%
+8.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | 0.0% | +3.4% | -3.4% | -2.0% |
| 30D | +16.6% | +6.8% | +9.7% | +11.8% |
| 3M | -23.5% | -11.4% | -12.1% | -17.9% |
| 6M | +25.7% | +43.6% | -17.8% | -3.2% |
| YTD | -3.4% | +37.7% | -41.1% | -24.9% |
| 1Y | +7.6% | +53.0% | -45.4% | -22.8% |
| 3Y | +423.6% | -16.3% | +439.9% | +415.7% |
| 5Y | -10.6% | -64.2% | +53.6% | +20.2% |
| All | -49.3% | -57.9% | +8.6% | -26.1% |
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 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