+1,533.3%
LITE vs KMX
+13.6%
+1,519.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +9.2% |
| 7D | -12.9% | -4.1% | -8.8% | -11.7% |
| 30D | -46.0% | +2.9% | -48.8% | -46.5% |
| 3M | -33.0% | -7.0% | -26.0% | -32.0% |
| 6M | -34.0% | +34.1% | -68.2% | -41.2% |
| YTD | +61.7% | +40.0% | +21.7% | +39.0% |
| 1Y | +148.3% | +67.2% | +81.1% | +100.3% |
| 3Y | +1,408.5% | -13.4% | +1,421.9% | +1,384.3% |
| 5Y | +546.2% | -65.1% | +611.2% | +726.5% |
| 10Y | +1,533.3% | +6.9% | +1,526.4% | +1,280.4% |
| All | +1,533.3% | +13.6% | +1,519.8% | +1,280.4% |
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