+24.9%
M vs KMX
-0.2%
+25.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | -8.8% | -3.4% | -5.4% | -8.0% |
| 30D | -16.4% | +4.0% | -20.4% | -17.2% |
| 3M | -10.8% | +24.8% | -35.6% | -15.6% |
| 6M | +16.1% | +43.6% | -27.5% | +5.3% |
| YTD | -5.3% | +56.6% | -61.9% | -15.5% |
| 1Y | +24.9% | +2.2% | +22.6% | +17.9% |
| All | +24.9% | -0.2% | +25.1% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling