+115.7%
KMI vs KMX
+75.1%
+40.7%
-72.7%
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% | +2.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +3.7% | +4.1% | -0.4% | +2.5% |
| 3M | +3.2% | +27.5% | -24.4% | -3.5% |
| 6M | -3.0% | +43.6% | -46.6% | -12.8% |
| YTD | +19.7% | +56.8% | -37.1% | +4.4% |
| 1Y | +25.6% | -1.3% | +26.9% | +21.0% |
| 3Y | +120.2% | -25.4% | +145.6% | +120.4% |
| 5Y | +160.5% | -53.9% | +214.4% | +185.7% |
| 10Y | +134.8% | +0.7% | +134.1% | +86.6% |
| All | +115.7% | +75.1% | +40.7% | +36.1% |
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