+252.1%
INTC vs KMX
+11.6%
+240.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.2% |
| 7D | +7.5% | -3.1% | +10.6% | +8.3% |
| 30D | +2.0% | +4.4% | -2.5% | +0.4% |
| 3M | -12.0% | +18.9% | -30.9% | -17.3% |
| 6M | +114.5% | +44.3% | +70.3% | +88.6% |
| YTD | +179.0% | +58.7% | +120.3% | +138.5% |
| 1Y | +318.3% | +0.1% | +318.2% | +300.7% |
| 3Y | +171.2% | -24.4% | +195.6% | +177.2% |
| 5Y | +107.6% | -54.4% | +162.0% | +136.6% |
| All | +252.1% | +11.6% | +240.5% | +210.1% |
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