+1,907.7%
CSCO vs KMX
+383.8%
+1,523.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.5% | -6.5% |
| 7D | +1.9% | +3.4% | -1.5% | +1.2% |
| 30D | -15.8% | +6.8% | -22.7% | -17.2% |
| 3M | -15.4% | -11.4% | -4.0% | -13.7% |
| 6M | -5.4% | +43.6% | -49.0% | -13.2% |
| YTD | +26.5% | +37.7% | -11.3% | +16.1% |
| 1Y | +25.9% | +53.0% | -27.1% | +12.8% |
| 3Y | +97.5% | -16.3% | +113.8% | +93.8% |
| 5Y | +93.0% | -64.2% | +157.3% | +117.6% |
| 10Y | +308.6% | -2.8% | +311.5% | +256.8% |
| All | +1,907.7% | +383.8% | +1,523.9% | +923.0% |
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 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