+417.3%
LIN vs KMX
+13.6%
+403.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | 0.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.9% |
| 30D | +7.6% | +2.9% | +4.7% | +6.8% |
| 3M | +6.5% | -7.0% | +13.5% | +7.6% |
| 6M | +6.2% | +34.1% | -27.9% | -1.0% |
| YTD | +23.2% | +40.0% | -16.8% | +12.4% |
| 1Y | +25.4% | +67.2% | -41.8% | +9.9% |
| 3Y | +38.3% | -13.4% | +51.7% | +33.9% |
| 5Y | +64.4% | -65.1% | +129.5% | +93.9% |
| 10Y | +417.3% | +6.9% | +410.4% | +352.8% |
| All | +417.3% | +13.6% | +403.8% | +352.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling