+136.0%
GOOG vs KMX
-54.8%
+190.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | 0.0% | -3.1% | +3.2% | +0.6% |
| 30D | -2.0% | +4.4% | -6.4% | -2.9% |
| 3M | -5.9% | +18.9% | -24.8% | -9.4% |
| 6M | +8.9% | +44.3% | -35.4% | -0.1% |
| YTD | +7.1% | +58.7% | -51.6% | -4.3% |
| 1Y | +39.7% | +0.1% | +39.6% | +36.7% |
| 3Y | +145.8% | -24.4% | +170.3% | +150.1% |
| All | +136.0% | -54.8% | +190.8% | +164.2% |
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 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