+15,614.6%
MA vs KMX
+223.3%
+15,391.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +2.3% | -7.4% | +9.7% | +4.7% |
| 30D | +14.7% | -3.4% | +18.0% | +15.6% |
| 3M | +13.5% | -11.3% | +24.8% | +17.1% |
| 6M | +33.1% | +30.6% | +2.6% | +20.5% |
| YTD | +15.1% | +33.2% | -18.2% | +1.5% |
| 1Y | +18.7% | +66.7% | -48.0% | -2.9% |
| 3Y | +72.1% | -22.1% | +94.1% | +68.7% |
| 5Y | +92.8% | -66.7% | +159.5% | +139.0% |
| 10Y | +571.6% | +1.9% | +569.7% | +423.1% |
| All | +15,614.6% | +223.3% | +15,391.4% | +7,274.4% |
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 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