-56.5%
LUMN vs KMX
+11.6%
-68.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +2.5% | -3.1% | +5.6% | +3.7% |
| 30D | +10.3% | +4.4% | +5.9% | +8.5% |
| 3M | -18.3% | +18.9% | -37.2% | -23.7% |
| 6M | +4.4% | +44.3% | -39.9% | -10.4% |
| YTD | -10.7% | +58.7% | -69.4% | -26.6% |
| 1Y | +14.0% | +0.1% | +13.8% | +7.8% |
| 3Y | +406.6% | -24.4% | +431.0% | +430.6% |
| 5Y | -36.8% | -54.4% | +17.6% | -24.7% |
| All | -56.5% | +11.6% | -68.1% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling