+536.1%
KO vs KMX
+448.1%
+88.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.6% |
| 30D | +0.8% | +2.6% | -1.8% | +0.5% |
| 3M | +8.3% | +25.6% | -17.2% | +6.1% |
| 6M | +14.0% | +41.9% | -27.8% | +10.2% |
| YTD | +26.9% | +56.0% | -29.1% | +21.4% |
| 1Y | +32.7% | -1.8% | +34.4% | +31.1% |
| 3Y | +63.9% | -25.7% | +89.7% | +63.9% |
| 5Y | +81.7% | -54.7% | +136.5% | +86.4% |
| 10Y | +183.0% | +9.2% | +173.8% | +165.8% |
| All | +536.1% | +448.1% | +88.0% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling