+294.5%
KEEL vs KMX
-27.4%
+321.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.2% |
| 7D | +2.9% | -3.1% | +6.0% | +4.1% |
| 30D | +0.8% | +4.4% | -3.6% | -1.1% |
| 3M | -35.3% | +18.9% | -54.2% | -40.8% |
| 6M | +59.4% | +44.3% | +15.1% | +31.0% |
| YTD | +51.9% | +58.7% | -6.8% | +19.0% |
| 1Y | +75.0% | +0.1% | +74.9% | +65.0% |
| 3Y | +224.5% | -24.4% | +249.0% | +242.3% |
| 5Y | -35.9% | -54.4% | +18.5% | -26.3% |
| All | +294.5% | -27.4% | +321.9% | +478.0% |
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