-54.4%
KMX vs MTCH
-73.3%
+18.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.8% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | +4.4% | +15.9% | -11.4% | -1.2% |
| 3M | +18.9% | +23.3% | -4.4% | +9.4% |
| 6M | +44.3% | +40.1% | +4.1% | +26.0% |
| YTD | +58.7% | +33.6% | +25.1% | +40.6% |
| 1Y | +0.1% | +14.1% | -14.0% | -5.9% |
| 3Y | -24.4% | +1.4% | -25.9% | -28.5% |
| All | -54.4% | -73.3% | +18.9% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling