+8.0%
KMX vs MTCH
+208.0%
-200.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.0% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | +4.4% | +15.9% | -11.4% | +0.4% |
| 3M | +18.9% | +23.3% | -4.4% | +12.1% |
| 6M | +44.3% | +40.1% | +4.1% | +31.1% |
| YTD | +58.7% | +33.6% | +25.1% | +45.8% |
| 1Y | +0.1% | +14.1% | -14.0% | -4.1% |
| 3Y | -24.4% | +1.4% | -25.9% | -27.2% |
| 5Y | -54.4% | -73.1% | +18.7% | -44.2% |
| All | +8.0% | +208.0% | -200.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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