+14.7%
KMB vs KMX
+3.6%
+11.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | -8.6% | -1.9% | -6.8% | -8.5% |
| 30D | -7.5% | +2.6% | -10.1% | -7.8% |
| 3M | -0.6% | +25.6% | -26.2% | -2.8% |
| 6M | -1.5% | +41.9% | -43.4% | -5.1% |
| YTD | +1.6% | +56.0% | -54.4% | -3.1% |
| 1Y | -20.8% | -1.8% | -19.0% | -21.7% |
| 3Y | -12.4% | -25.7% | +13.3% | -12.3% |
| 5Y | -12.9% | -54.7% | +41.8% | -10.4% |
| 10Y | +14.7% | +9.2% | +5.6% | +12.6% |
| All | +14.7% | +3.6% | +11.1% | +12.6% |
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