+190.4%
MAGS vs KMX
-13.1%
+203.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.8% | -3.4% | +1.6% | -1.2% |
| 30D | +1.1% | +4.0% | -2.9% | +0.4% |
| 3M | +7.7% | +24.8% | -17.1% | +3.5% |
| 6M | +11.7% | +43.6% | -31.9% | +3.9% |
| YTD | +4.9% | +56.6% | -51.7% | -4.5% |
| 1Y | +14.3% | +2.2% | +12.1% | +12.5% |
| 3Y | +128.9% | -25.4% | +154.4% | +137.6% |
| All | +190.4% | -13.1% | +203.5% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling