+361.0%
LIN vs KMX
+6.1%
+354.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.1% | +1.9% | -4.0% | -2.5% |
| 30D | -2.4% | +11.7% | -14.1% | -4.6% |
| 3M | -5.6% | +34.9% | -40.5% | -11.5% |
| 6M | -3.4% | +50.3% | -53.7% | -12.1% |
| YTD | +13.1% | +63.8% | -50.7% | +0.5% |
| 1Y | +2.5% | +3.8% | -1.4% | -1.1% |
| 3Y | +27.6% | -24.3% | +51.9% | +28.7% |
| 5Y | +63.0% | -50.2% | +113.3% | +76.0% |
| All | +361.0% | +6.1% | +354.9% | +296.6% |
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 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