+3,291.1%
LIN vs KMX
+475.4%
+2,815.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | -2.4% | +11.7% | -14.1% | -4.3% |
| 3M | -5.6% | +34.9% | -40.5% | -10.7% |
| 6M | -3.4% | +50.3% | -53.7% | -10.8% |
| YTD | +13.1% | +63.8% | -50.7% | +2.4% |
| 1Y | +2.5% | +3.8% | -1.4% | -1.0% |
| 3Y | +27.6% | -24.3% | +51.9% | +27.4% |
| 5Y | +63.0% | -50.2% | +113.3% | +70.0% |
| 10Y | +359.3% | +5.4% | +353.9% | +307.5% |
| All | +3,291.1% | +475.4% | +2,815.8% | +1,930.5% |
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