+440.7%
LLY vs KMX
-66.4%
+507.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -4.5% | -7.4% | +2.9% | -3.7% |
| 30D | +13.9% | -3.4% | +17.3% | +14.3% |
| 3M | +13.8% | -11.3% | +25.1% | +15.1% |
| 6M | +37.6% | +30.6% | +7.0% | +33.2% |
| YTD | +26.6% | +33.2% | -6.6% | +21.6% |
| 1Y | +45.3% | +66.7% | -21.4% | +36.1% |
| 3Y | +132.2% | -22.1% | +154.3% | +133.4% |
| All | +440.7% | -66.4% | +507.2% | +487.2% |
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