+517.4%
KMB vs KMX
+391.9%
+125.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +2.9% |
| 7D | +3.4% | -4.1% | +7.5% | +3.7% |
| 30D | +14.7% | +2.9% | +11.8% | +14.4% |
| 3M | +3.3% | -7.0% | +10.3% | +3.7% |
| 6M | +16.8% | +34.1% | -17.3% | +14.1% |
| YTD | +15.2% | +40.0% | -24.8% | +11.8% |
| 1Y | +13.3% | +67.2% | -53.9% | +8.5% |
| 3Y | +5.4% | -13.4% | +18.9% | +4.4% |
| 5Y | +2.7% | -65.1% | +67.8% | +6.9% |
| 10Y | +38.7% | +6.9% | +31.8% | +31.1% |
| All | +517.4% | +391.9% | +125.5% | +451.0% |
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