+8.5%
LVS vs KMX
-54.8%
+63.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -4.3% | -3.4% | -0.9% | -3.5% |
| 30D | -6.8% | +4.0% | -10.8% | -7.7% |
| 3M | -15.6% | +24.8% | -40.4% | -20.5% |
| 6M | -20.6% | +43.6% | -64.2% | -28.5% |
| YTD | -33.4% | +56.6% | -90.0% | -41.6% |
| 1Y | -20.1% | +2.2% | -22.4% | -22.9% |
| 3Y | -7.4% | -25.4% | +18.0% | -4.5% |
| 5Y | +8.5% | -55.0% | +63.5% | +30.9% |
| All | +8.5% | -54.8% | +63.3% | +30.9% |
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