+8.0%
KMX vs MDY
+177.2%
-169.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.4% |
| 7D | -3.1% | -1.9% | -1.3% | -1.0% |
| 30D | +4.4% | -4.6% | +9.1% | +10.2% |
| 3M | +18.9% | -1.2% | +20.1% | +20.6% |
| 6M | +44.3% | +9.2% | +35.1% | +30.5% |
| YTD | +58.7% | +13.1% | +45.6% | +38.3% |
| 1Y | +0.1% | +13.0% | -12.9% | -12.1% |
| 3Y | -24.4% | +49.2% | -73.6% | -50.3% |
| 5Y | -54.4% | +47.2% | -101.7% | -68.8% |
| All | +8.0% | +177.2% | -169.2% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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