+2,077.5%
LLY vs KMX
-2.3%
+2,079.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +6.6% | +3.4% | +3.2% | +6.1% |
| 30D | +19.4% | +6.8% | +12.6% | +18.4% |
| 3M | +19.6% | -11.4% | +30.9% | +21.2% |
| 6M | +42.6% | +43.6% | -1.0% | +35.3% |
| YTD | +35.0% | +37.7% | -2.8% | +27.9% |
| 1Y | +42.0% | +53.0% | -11.0% | +32.6% |
| 3Y | +140.5% | -16.3% | +156.8% | +138.2% |
| 5Y | +479.9% | -64.2% | +544.1% | +537.4% |
| All | +2,077.5% | -2.3% | +2,079.8% | +1,987.7% |
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