+6,683.9%
LLY vs KMX
+391.9%
+6,292.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +3.7% |
| 7D | +0.1% | -4.1% | +4.2% | +0.5% |
| 30D | +19.7% | +2.9% | +16.9% | +19.3% |
| 3M | +19.3% | -7.0% | +26.2% | +20.0% |
| 6M | +49.3% | +34.1% | +15.2% | +44.0% |
| YTD | +32.0% | +40.0% | -8.0% | +26.1% |
| 1Y | +53.7% | +67.2% | -13.5% | +43.9% |
| 3Y | +143.7% | -13.4% | +157.2% | +140.7% |
| 5Y | +463.9% | -65.1% | +528.9% | +501.6% |
| 10Y | +2,006.3% | +6.9% | +1,999.5% | +1,841.3% |
| All | +6,683.9% | +391.9% | +6,292.0% | +5,442.5% |
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