+244.0%
EQIX vs KMX
+11.6%
+232.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.7% |
| 30D | -2.5% | +4.4% | -6.9% | -3.3% |
| 3M | 0.0% | +18.9% | -19.0% | -3.6% |
| 6M | +7.6% | +44.3% | -36.6% | -0.5% |
| YTD | +37.5% | +58.7% | -21.2% | +23.7% |
| 1Y | +32.9% | +0.1% | +32.8% | +29.6% |
| 3Y | +42.8% | -24.4% | +67.2% | +44.5% |
| 5Y | +35.8% | -54.4% | +90.2% | +46.0% |
| All | +244.0% | +11.6% | +232.3% | +222.6% |
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