+513.2%
MA vs KMX
+3.6%
+509.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.5% | -1.9% | -1.7% | -3.1% |
| 30D | +0.8% | +2.6% | -1.8% | 0.0% |
| 3M | +14.8% | +25.6% | -10.8% | +7.1% |
| 6M | +10.0% | +41.9% | -31.9% | -1.9% |
| YTD | -0.1% | +56.0% | -56.1% | -14.0% |
| 1Y | -2.2% | -1.8% | -0.4% | -5.6% |
| 3Y | +39.3% | -25.7% | +65.0% | +40.9% |
| 5Y | +66.3% | -54.7% | +121.1% | +90.7% |
| 10Y | +513.2% | +9.2% | +504.1% | +408.7% |
| All | +513.2% | +3.6% | +509.6% | +408.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling