+36.2%
LIN vs KMX
-22.6%
+58.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | +0.2% | -7.4% | +7.6% | +0.8% |
| 30D | +6.5% | -3.4% | +9.8% | +6.7% |
| 3M | +5.5% | -11.3% | +16.8% | +6.4% |
| 6M | +3.3% | +30.6% | -27.2% | +0.2% |
| YTD | +22.0% | +33.2% | -11.2% | +17.3% |
| 1Y | +25.7% | +66.7% | -41.0% | +17.6% |
| 3Y | +36.2% | -22.1% | +58.3% | +44.5% |
| All | +36.2% | -22.6% | +58.8% | +44.5% |
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