+6,781.6%
LLY vs KMX
+392.6%
+6,389.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | +1.5% | +0.1% | +1.5% |
| 30D | +21.5% | +3.0% | +18.5% | +21.0% |
| 3M | +16.4% | -7.8% | +24.2% | +17.3% |
| 6M | +51.5% | +34.3% | +17.2% | +46.1% |
| YTD | +33.9% | +40.2% | -6.3% | +27.9% |
| 1Y | +49.1% | +63.0% | -13.9% | +40.0% |
| 3Y | +144.6% | -14.5% | +159.1% | +141.9% |
| 5Y | +466.3% | -64.3% | +530.7% | +502.8% |
| 10Y | +2,024.1% | +2.8% | +2,021.4% | +1,865.8% |
| All | +6,781.6% | +392.6% | +6,389.0% | +5,521.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling