+5,422.3%
LLY vs KMX
+475.4%
+4,946.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | -1.6% | +11.7% | -13.3% | -2.8% |
| 3M | +2.3% | +34.9% | -32.6% | -1.3% |
| 6M | +14.9% | +50.3% | -35.4% | +9.3% |
| YTD | +7.5% | +63.8% | -56.3% | +1.0% |
| 1Y | +55.7% | +3.8% | +51.8% | +52.6% |
| 3Y | +110.6% | -24.3% | +134.9% | +110.8% |
| 5Y | +363.4% | -50.2% | +413.7% | +375.4% |
| 10Y | +1,649.0% | +5.4% | +1,643.6% | +1,513.2% |
| All | +5,422.3% | +475.4% | +4,946.9% | +4,340.1% |
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 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