+280.1%
KEEL vs KMX
-28.4%
+308.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +2.7% | -3.4% | +6.1% | +4.0% |
| 30D | +4.6% | +4.0% | +0.5% | +2.7% |
| 3M | -34.5% | +24.8% | -59.3% | -41.3% |
| 6M | +59.3% | +43.6% | +15.6% | +31.2% |
| YTD | +46.4% | +56.6% | -10.2% | +15.3% |
| 1Y | +96.6% | +2.2% | +94.3% | +83.7% |
| 3Y | +182.0% | -25.4% | +207.4% | +199.1% |
| 5Y | -38.2% | -55.0% | +16.8% | -28.6% |
| All | +280.1% | -28.4% | +308.5% | +460.0% |
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 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