+49.7%
INCY vs KMX
+11.6%
+38.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | +0.6% | +4.4% | -3.9% | -0.2% |
| 3M | +12.6% | +18.9% | -6.3% | +8.9% |
| 6M | +28.3% | +44.3% | -16.0% | +19.3% |
| YTD | +23.0% | +58.7% | -35.7% | +12.1% |
| 1Y | +41.0% | +0.1% | +40.9% | +37.9% |
| 3Y | +88.6% | -24.4% | +113.0% | +90.2% |
| 5Y | +70.8% | -54.4% | +125.2% | +83.7% |
| All | +49.7% | +11.6% | +38.1% | +18.8% |
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 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