+1,071.7%
KEYS vs KMX
+29.4%
+1,042.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +2.9% | -1.9% | +4.8% | +3.4% |
| 30D | -1.3% | +2.6% | -3.9% | -2.2% |
| 3M | -0.1% | +25.6% | -25.7% | -6.9% |
| 6M | +17.4% | +41.9% | -24.5% | +4.7% |
| YTD | +62.9% | +56.0% | +6.9% | +40.8% |
| 1Y | +95.7% | -1.8% | +97.5% | +89.1% |
| 3Y | +150.2% | -25.7% | +175.9% | +156.7% |
| 5Y | +83.1% | -54.7% | +137.8% | +106.7% |
| 10Y | +1,020.9% | +9.2% | +1,011.8% | +800.8% |
| All | +1,071.7% | +29.4% | +1,042.3% | +818.9% |
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 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