+478.9%
KMB vs KMX
+475.4%
+3.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -3.0% | +1.9% | -4.9% | -3.2% |
| 30D | -5.5% | +11.7% | -17.2% | -6.2% |
| 3M | +14.0% | +34.9% | -20.9% | +11.4% |
| 6M | +4.1% | +50.3% | -46.2% | +0.7% |
| YTD | +8.0% | +63.8% | -55.7% | +3.7% |
| 1Y | -13.7% | +3.8% | -17.6% | -14.9% |
| 3Y | -5.9% | -24.3% | +18.3% | -6.0% |
| 5Y | -8.6% | -50.2% | +41.6% | -7.3% |
| 10Y | +17.3% | +5.4% | +11.9% | +10.9% |
| All | +478.9% | +475.4% | +3.6% | +411.2% |
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