+178.4%
M vs KMX
+368.0%
-189.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.9% |
| 7D | -4.3% | -7.4% | +3.1% | -2.0% |
| 30D | +1.3% | -3.4% | +4.7% | +2.3% |
| 3M | -7.4% | -11.3% | +4.0% | -4.3% |
| 6M | +18.3% | +30.6% | -12.2% | +8.2% |
| YTD | +7.6% | +33.2% | -25.7% | -3.4% |
| 1Y | +17.4% | +66.7% | -49.3% | -1.5% |
| 3Y | +108.4% | -22.1% | +130.4% | +112.7% |
| 5Y | -10.6% | -66.7% | +56.1% | +14.5% |
| 10Y | -3.2% | +1.9% | -5.1% | -7.0% |
| All | +178.4% | +368.0% | -189.6% | +79.6% |
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