+90.1%
KEYS vs KMX
-54.8%
+144.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.6% |
| 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% | -5.6% |
| 6M | +19.1% | +44.3% | -25.2% | +6.0% |
| YTD | +66.7% | +58.7% | +8.0% | +43.7% |
| 1Y | +96.5% | +0.1% | +96.3% | +90.1% |
| 3Y | +155.2% | -24.4% | +179.6% | +162.9% |
| All | +90.1% | -54.8% | +144.9% | +117.9% |
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