-4.9%
LYB vs KMX
-54.8%
+49.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | -3.1% | +3.4% | +0.9% |
| 30D | +2.5% | +4.4% | -2.0% | +1.3% |
| 3M | +1.4% | +18.9% | -17.5% | -3.4% |
| 6M | -3.5% | +44.3% | -47.8% | -13.5% |
| YTD | +52.0% | +58.7% | -6.7% | +32.4% |
| 1Y | +22.1% | +0.1% | +21.9% | +18.5% |
| 3Y | -22.8% | -24.4% | +1.7% | -20.9% |
| All | -4.9% | -54.8% | +49.8% | +1.0% |
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