+113.7%
KLAC vs KMX
+5.0%
+108.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.1% |
| 7D | +5.7% | +1.9% | +3.8% | +5.3% |
| 30D | -3.6% | +11.7% | -15.3% | -6.0% |
| 3M | -12.8% | +34.9% | -47.7% | -18.5% |
| 6M | +26.1% | +50.3% | -24.2% | +14.6% |
| YTD | +53.3% | +63.8% | -10.5% | +38.3% |
| 1Y | +113.7% | +3.8% | +109.8% | +108.4% |
| All | +113.7% | +5.0% | +108.7% | +108.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling