+42.2%
MA vs KMX
-22.2%
+64.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +1.5% | +11.7% | -10.2% | +0.2% |
| 3M | +20.4% | +34.9% | -14.5% | +16.0% |
| 6M | +11.1% | +50.3% | -39.1% | +5.1% |
| YTD | +2.0% | +63.8% | -61.8% | -5.1% |
| 1Y | -2.2% | +3.8% | -6.0% | -2.9% |
| All | +42.2% | -22.2% | +64.4% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling