+114.2%
CSCO vs KMX
-53.9%
+168.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -10.1% | +4.1% | -14.2% | -10.8% |
| 3M | -11.7% | +27.5% | -39.3% | -15.8% |
| 6M | +40.1% | +43.6% | -3.5% | +30.1% |
| YTD | +43.8% | +56.8% | -13.0% | +31.4% |
| 1Y | +66.6% | -1.3% | +67.9% | +63.3% |
| 3Y | +108.5% | -25.4% | +133.9% | +111.2% |
| All | +114.2% | -53.9% | +168.2% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling