+2,346.5%
LEN vs KMX
+383.8%
+1,962.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -5.8% | +3.4% | -9.2% | -6.8% |
| 30D | +13.7% | +6.8% | +6.9% | +11.3% |
| 3M | -3.9% | -11.4% | +7.5% | 0.0% |
| 6M | -0.4% | +43.6% | -43.9% | -12.5% |
| YTD | -16.8% | +37.7% | -54.6% | -26.9% |
| 1Y | -29.5% | +53.0% | -82.5% | -40.2% |
| 3Y | -25.6% | -16.3% | -9.3% | -25.9% |
| 5Y | -13.2% | -64.2% | +51.0% | +10.3% |
| 10Y | +138.5% | -2.8% | +141.3% | +111.4% |
| All | +2,346.5% | +383.8% | +1,962.7% | +1,157.6% |
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