+2,896.3%
KLAC vs KMX
+11.6%
+2,884.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.5% |
| 7D | -2.7% | -3.1% | +0.4% | -1.6% |
| 30D | -13.2% | +4.4% | -17.6% | -14.7% |
| 3M | -25.0% | +18.9% | -43.9% | -30.0% |
| 6M | +23.6% | +44.3% | -20.7% | +6.5% |
| YTD | +49.2% | +58.7% | -9.5% | +23.4% |
| 1Y | +89.3% | +0.1% | +89.2% | +80.8% |
| 3Y | +274.4% | -24.4% | +298.8% | +282.7% |
| 5Y | +440.9% | -54.4% | +495.4% | +546.6% |
| All | +2,896.3% | +11.6% | +2,884.7% | +2,328.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling