+175.6%
M vs KMX
+475.4%
-299.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +2.3% |
| 7D | +4.7% | +1.9% | +2.8% | +4.1% |
| 30D | -9.6% | +11.7% | -21.3% | -12.7% |
| 3M | +0.9% | +34.9% | -34.0% | -8.4% |
| 6M | +22.3% | +50.3% | -28.0% | +6.5% |
| YTD | +6.5% | +63.8% | -57.3% | -9.9% |
| 1Y | +38.8% | +3.8% | +34.9% | +31.8% |
| 3Y | +115.9% | -24.3% | +140.2% | +121.1% |
| 5Y | +28.6% | -50.2% | +78.9% | +46.8% |
| 10Y | -2.5% | +5.4% | -7.9% | -8.4% |
| All | +175.6% | +475.4% | -299.7% | +67.5% |
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