+568.4%
MA vs KMX
+6.5%
+561.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +1.8% | +1.5% | +0.3% | +1.4% |
| 30D | +11.8% | +3.0% | +8.8% | +10.7% |
| 3M | +17.2% | -7.8% | +25.0% | +19.2% |
| 6M | +33.4% | +34.3% | -0.9% | +21.2% |
| YTD | +16.1% | +40.2% | -24.1% | +2.4% |
| 1Y | +19.9% | +63.0% | -43.1% | +0.9% |
| 3Y | +70.1% | -14.5% | +84.6% | +63.2% |
| 5Y | +89.6% | -64.3% | +154.0% | +136.9% |
| 10Y | +568.4% | +2.8% | +565.7% | +468.1% |
| All | +568.4% | +6.5% | +561.9% | +468.1% |
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