+134.0%
KEY vs KMX
+391.9%
-257.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +1.3% |
| 7D | -0.4% | -4.1% | +3.7% | +0.7% |
| 30D | +7.2% | +2.9% | +4.4% | +6.1% |
| 3M | -4.9% | -7.0% | +2.1% | -3.4% |
| 6M | +1.1% | +34.1% | -33.1% | -8.3% |
| YTD | +6.8% | +40.0% | -33.2% | -5.4% |
| 1Y | +23.3% | +67.2% | -43.9% | +3.7% |
| 3Y | +126.1% | -13.4% | +139.5% | +122.4% |
| 5Y | +15.2% | -65.1% | +80.3% | +40.5% |
| 10Y | +113.6% | +6.9% | +106.7% | +94.8% |
| All | +134.0% | +391.9% | -257.9% | +52.2% |
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