+81.6%
KO vs KMX
-55.4%
+137.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.1% | -3.4% | +2.3% | -0.9% |
| 30D | +1.6% | +4.0% | -2.5% | +1.3% |
| 3M | +5.8% | +24.8% | -19.0% | +4.3% |
| 6M | +14.3% | +43.6% | -29.3% | +11.5% |
| YTD | +27.3% | +56.6% | -29.3% | +23.2% |
| 1Y | +33.2% | +2.2% | +30.9% | +32.1% |
| 3Y | +64.5% | -25.4% | +89.9% | +65.2% |
| All | +81.6% | -55.4% | +137.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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