+1,580.3%
LLY vs KMX
+3.6%
+1,576.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.9% |
| 30D | -8.6% | +2.6% | -11.2% | -9.0% |
| 3M | -1.6% | +25.6% | -27.2% | -4.8% |
| 6M | +11.8% | +41.9% | -30.0% | +6.1% |
| YTD | +5.1% | +56.0% | -50.9% | -1.9% |
| 1Y | +50.7% | -1.8% | +52.5% | +48.5% |
| 3Y | +95.7% | -25.7% | +121.4% | +97.1% |
| 5Y | +390.2% | -54.7% | +444.9% | +419.9% |
| 10Y | +1,580.3% | +9.2% | +1,571.2% | +1,400.2% |
| All | +1,580.3% | +3.6% | +1,576.7% | +1,400.2% |
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 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