+35.6%
LIN vs KMX
-14.1%
+49.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +7.9% | +3.0% | +4.9% | +7.5% |
| 3M | +6.3% | -7.8% | +14.1% | +6.9% |
| 6M | +6.5% | +34.3% | -27.8% | +3.1% |
| YTD | +23.6% | +40.2% | -16.7% | +18.3% |
| 1Y | +25.7% | +63.0% | -37.3% | +18.1% |
| 3Y | +35.6% | -14.5% | +50.1% | +44.2% |
| All | +35.6% | -14.1% | +49.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling