-9.8%
LEN vs KMX
-54.2%
+44.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | -5.7% | +2.6% | -8.2% | -6.6% |
| 3M | -12.2% | +25.6% | -37.8% | -19.8% |
| 6M | -18.3% | +41.9% | -60.1% | -29.4% |
| YTD | -20.2% | +56.0% | -76.2% | -34.0% |
| 1Y | -40.1% | -1.8% | -38.3% | -42.2% |
| 3Y | -26.2% | -25.7% | -0.5% | -23.1% |
| 5Y | -9.8% | -54.7% | +44.9% | +8.3% |
| All | -9.8% | -54.2% | +44.3% | +8.3% |
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 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