+359.9%
CSCO vs KMX
+10.2%
+349.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -1.1% | -3.4% | +2.3% | -0.4% |
| 30D | -10.8% | +4.0% | -14.8% | -11.6% |
| 3M | -9.2% | +24.8% | -34.0% | -13.9% |
| 6M | +39.5% | +43.6% | -4.1% | +27.4% |
| YTD | +41.5% | +56.6% | -15.1% | +26.6% |
| 1Y | +61.0% | +2.2% | +58.7% | +55.4% |
| 3Y | +105.2% | -25.4% | +130.7% | +107.5% |
| 5Y | +113.4% | -55.0% | +168.5% | +135.3% |
| All | +359.9% | +10.2% | +349.7% | +300.2% |
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