+3,601.2%
LIN vs KMX
+378.2%
+3,223.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | +3.6% | -6.4% | +9.9% | +4.7% |
| 30D | +6.4% | -4.9% | +11.2% | +7.1% |
| 3M | +6.5% | -7.2% | +13.7% | +7.5% |
| 6M | +4.9% | +41.2% | -36.3% | -2.1% |
| YTD | +23.4% | +36.1% | -12.7% | +14.9% |
| 1Y | +26.3% | +28.9% | -2.6% | +17.7% |
| 3Y | +38.0% | -21.5% | +59.4% | +36.7% |
| 5Y | +68.0% | -66.0% | +134.0% | +86.9% |
| 10Y | +437.1% | +4.1% | +433.0% | +377.1% |
| All | +3,601.2% | +378.2% | +3,223.0% | +2,179.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling