+580.4%
LITE vs KMX
-65.0%
+645.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.0% |
| 7D | +22.6% | 0.0% | +22.6% | +22.6% |
| 30D | -36.8% | +3.5% | -40.3% | -37.4% |
| 3M | -33.0% | -10.4% | -22.6% | -31.5% |
| 6M | -37.1% | +37.6% | -74.7% | -43.5% |
| YTD | +69.5% | +36.1% | +33.4% | +49.2% |
| 1Y | +146.1% | +52.8% | +93.3% | +108.2% |
| 3Y | +1,440.8% | -17.0% | +1,457.9% | +1,477.1% |
| 5Y | +580.4% | -64.7% | +645.1% | +750.2% |
| All | +580.4% | -65.0% | +645.4% | +750.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling