+361.5%
LLY vs KMX
-52.4%
+413.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.8% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -5.1% | +4.1% | -9.2% | -5.5% |
| 3M | -2.1% | +27.5% | -29.6% | -4.8% |
| 6M | +13.8% | +43.6% | -29.7% | +8.9% |
| YTD | +5.1% | +56.8% | -51.7% | -0.6% |
| 1Y | +53.1% | -1.3% | +54.4% | +51.5% |
| 3Y | +95.6% | -25.4% | +121.0% | +97.2% |
| 5Y | +361.5% | -53.9% | +415.4% | +386.1% |
| All | +361.5% | -52.4% | +413.9% | +386.1% |
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