+13,164.2%
GOOG vs KMX
+504.4%
+12,659.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | -7.7% | +2.6% | -10.2% | -8.3% |
| 3M | -9.3% | +25.6% | -34.9% | -14.7% |
| 6M | +7.4% | +41.9% | -34.4% | -2.7% |
| YTD | +4.9% | +56.0% | -51.2% | -7.9% |
| 1Y | +37.2% | -1.8% | +39.0% | +32.5% |
| 3Y | +141.6% | -25.7% | +167.3% | +142.0% |
| 5Y | +128.8% | -54.7% | +183.5% | +151.3% |
| 10Y | +772.7% | +9.2% | +763.6% | +618.5% |
| All | +13,164.2% | +504.4% | +12,659.8% | +6,176.8% |
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 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