-22.5%
LEN vs KMX
+35.0%
-57.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.8% | +6.1% |
| 7D | +10.5% | +2.1% | +8.3% | +9.9% |
| 30D | +24.6% | +0.5% | +24.1% | +24.4% |
| 3M | +6.6% | -4.1% | +10.8% | +7.6% |
| 6M | +10.6% | +49.5% | -38.9% | -1.1% |
| YTD | -8.3% | +42.7% | -51.0% | -17.8% |
| 1Y | -22.5% | +35.3% | -57.8% | -30.3% |
| All | -22.5% | +35.0% | -57.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling