+2,329.9%
LEN vs KMX
+475.4%
+1,854.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -3.2% | +1.9% | -5.1% | -3.8% |
| 30D | -4.9% | +11.7% | -16.6% | -8.5% |
| 3M | -8.5% | +34.9% | -43.4% | -17.8% |
| 6M | -20.7% | +50.3% | -70.9% | -31.8% |
| YTD | -17.4% | +63.8% | -81.2% | -31.5% |
| 1Y | -38.2% | +3.8% | -42.1% | -41.7% |
| 3Y | -24.9% | -24.3% | -0.6% | -23.1% |
| 5Y | -11.4% | -50.2% | +38.8% | +0.3% |
| 10Y | +110.0% | +5.4% | +104.7% | +80.4% |
| All | +2,329.9% | +475.4% | +1,854.5% | +1,079.0% |
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