+167.0%
KEY vs KMX
+0.4%
+166.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | +0.1% |
| 7D | +2.7% | -0.7% | +3.4% | +3.0% |
| 30D | -3.2% | +4.1% | -7.3% | -5.1% |
| 3M | +1.0% | +27.5% | -26.6% | -10.7% |
| 6M | +11.9% | +43.6% | -31.7% | -7.9% |
| YTD | +8.7% | +56.8% | -48.1% | -15.0% |
| 1Y | +18.5% | -1.3% | +19.8% | +10.9% |
| 3Y | +124.0% | -25.4% | +149.3% | +132.3% |
| 5Y | +40.8% | -53.9% | +94.7% | +73.5% |
| 10Y | +167.0% | +0.7% | +166.3% | +106.1% |
| All | +167.0% | +0.4% | +166.5% | +106.1% |
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