+155.2%
KEYS vs KMX
-25.1%
+180.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.7% |
| 7D | +3.5% | -3.1% | +6.6% | +4.3% |
| 30D | -4.5% | +4.4% | -8.9% | -5.7% |
| 3M | -0.4% | +18.9% | -19.3% | -5.5% |
| 6M | +19.1% | +44.3% | -25.2% | +6.1% |
| YTD | +66.7% | +58.7% | +8.0% | +43.8% |
| 1Y | +96.5% | +0.1% | +96.3% | +92.8% |
| 3Y | +155.2% | -24.4% | +179.6% | +156.3% |
| All | +155.2% | -25.1% | +180.2% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling