+29.6%
KEY vs KMX
+35.0%
-5.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.1% |
| 7D | +1.7% | +2.1% | -0.5% | +1.4% |
| 30D | +6.8% | +0.5% | +6.3% | +6.6% |
| 3M | -5.8% | -4.1% | -1.7% | -5.5% |
| 6M | +1.4% | +49.5% | -48.1% | -4.4% |
| YTD | +7.5% | +42.7% | -35.2% | +2.3% |
| 1Y | +29.6% | +35.3% | -5.7% | +23.5% |
| All | +29.6% | +35.0% | -5.4% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling