+632.8%
LYB vs KMX
+143.4%
+489.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.5% |
| 7D | +0.3% | -3.1% | +3.4% | +1.4% |
| 30D | +2.5% | +4.4% | -2.0% | +0.4% |
| 3M | +1.4% | +18.9% | -17.5% | -6.7% |
| 6M | -3.5% | +44.3% | -47.8% | -20.0% |
| YTD | +52.0% | +58.7% | -6.7% | +20.2% |
| 1Y | +22.1% | +0.1% | +21.9% | +14.2% |
| 3Y | -22.8% | -24.4% | +1.7% | -21.8% |
| 5Y | -3.4% | -54.4% | +51.1% | +13.0% |
| 10Y | +47.4% | +11.0% | +36.3% | +2.9% |
| All | +632.8% | +143.4% | +489.4% | +222.2% |
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