+593.1%
MA vs KMX
-2.3%
+595.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +1.3% | +3.4% | -2.1% | +0.4% |
| 30D | +9.6% | +6.8% | +2.8% | +7.5% |
| 3M | +16.8% | -11.4% | +28.2% | +20.1% |
| 6M | +35.2% | +43.6% | -8.4% | +20.5% |
| YTD | +16.6% | +37.7% | -21.2% | +3.2% |
| 1Y | +19.8% | +53.0% | -33.2% | +2.5% |
| 3Y | +70.7% | -16.3% | +87.0% | +64.7% |
| 5Y | +87.4% | -64.2% | +151.6% | +133.7% |
| All | +593.1% | -2.3% | +595.4% | +473.4% |
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