+470.8%
KMX vs MTCH
+3,154.8%
-2,684.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | +2.6% | +12.8% | -10.2% | -0.8% |
| 3M | +25.6% | +20.0% | +5.6% | +19.1% |
| 6M | +41.9% | +34.7% | +7.1% | +30.0% |
| YTD | +56.0% | +30.6% | +25.5% | +43.9% |
| 1Y | -1.8% | +10.9% | -12.7% | -5.2% |
| 3Y | -25.7% | -2.0% | -23.7% | -27.6% |
| 5Y | -54.7% | -72.6% | +17.9% | -40.9% |
| 10Y | +9.2% | +197.9% | -188.7% | -34.2% |
| All | +470.8% | +3,154.8% | -2,684.0% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling