+427.9%
LIN vs KMX
-3.5%
+431.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.3% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +6.2% | +3.5% | +2.7% | +5.3% |
| 3M | +9.3% | -10.4% | +19.8% | +11.2% |
| 6M | +4.4% | +37.6% | -33.2% | -3.3% |
| YTD | +23.7% | +36.1% | -12.3% | +13.5% |
| 1Y | +23.5% | +52.8% | -29.3% | +10.1% |
| 3Y | +35.8% | -17.0% | +52.8% | +32.7% |
| 5Y | +65.9% | -64.7% | +130.6% | +94.8% |
| All | +427.9% | -3.5% | +431.4% | +360.0% |
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 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