-25.4%
KMX vs MDY
+47.3%
-72.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.6% |
| 7D | -3.4% | -2.5% | -0.9% | -0.1% |
| 30D | +4.0% | -5.0% | +9.1% | +11.4% |
| 3M | +24.8% | +0.5% | +24.3% | +24.0% |
| 6M | +43.6% | +8.0% | +35.6% | +29.2% |
| YTD | +56.6% | +12.2% | +44.5% | +34.2% |
| 1Y | +2.2% | +14.0% | -11.7% | -13.7% |
| All | -25.4% | +47.3% | -72.7% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling