+17,650.0%
KLAC vs KMX
+450.6%
+17,199.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +3.0% |
| 7D | +10.6% | -0.7% | +11.3% | +10.8% |
| 30D | -4.5% | +4.1% | -8.6% | -5.7% |
| 3M | -10.3% | +27.5% | -37.8% | -16.1% |
| 6M | +40.9% | +43.6% | -2.7% | +26.6% |
| YTD | +56.1% | +56.8% | -0.6% | +36.5% |
| 1Y | +109.0% | -1.3% | +110.3% | +102.4% |
| 3Y | +288.8% | -25.4% | +314.2% | +296.1% |
| 5Y | +489.1% | -53.9% | +543.0% | +561.5% |
| 10Y | +3,041.8% | +0.7% | +3,041.1% | +2,685.6% |
| All | +17,650.0% | +450.6% | +17,199.4% | +7,219.1% |
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