+142.4%
KEY vs KMX
+475.4%
-332.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +2.2% | +1.9% | +0.3% | +1.7% |
| 30D | -3.0% | +11.7% | -14.7% | -6.1% |
| 3M | +3.3% | +34.9% | -31.6% | -5.7% |
| 6M | +9.2% | +50.3% | -41.1% | -4.3% |
| YTD | +10.6% | +63.8% | -53.1% | -5.8% |
| 1Y | +20.4% | +3.8% | +16.6% | +13.8% |
| 3Y | +121.8% | -24.3% | +146.1% | +126.4% |
| 5Y | +41.1% | -50.2% | +91.4% | +56.3% |
| 10Y | +168.5% | +5.4% | +163.2% | +144.5% |
| All | +142.4% | +475.4% | -332.9% | +51.5% |
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 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