+12.2%
KEY vs KMX
-66.8%
+79.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -1.3% | -7.4% | +6.1% | +1.3% |
| 30D | +5.1% | -3.4% | +8.5% | +6.1% |
| 3M | -7.1% | -11.3% | +4.2% | -3.8% |
| 6M | -4.4% | +30.6% | -34.9% | -14.9% |
| YTD | +4.0% | +33.2% | -29.2% | -10.0% |
| 1Y | +23.4% | +66.7% | -43.3% | -2.4% |
| 3Y | +113.9% | -22.1% | +136.0% | +119.9% |
| All | +12.2% | -66.8% | +79.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling