+2,183.6%
CSCO vs KMX
+475.4%
+1,708.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | -10.1% | +11.7% | -21.8% | -12.2% |
| 3M | -15.7% | +34.9% | -50.6% | -21.2% |
| 6M | +36.3% | +50.3% | -14.0% | +23.6% |
| YTD | +43.8% | +63.8% | -20.0% | +28.0% |
| 1Y | +63.9% | +3.8% | +60.1% | +57.5% |
| 3Y | +104.4% | -24.3% | +128.6% | +104.8% |
| 5Y | +111.4% | -50.2% | +161.6% | +122.7% |
| 10Y | +361.7% | +5.4% | +356.3% | +297.3% |
| All | +2,183.6% | +475.4% | +1,708.2% | +1,027.5% |
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