+190.0%
MAGS vs KMX
-13.0%
+203.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -0.1% | +4.1% | -4.2% | -0.8% |
| 3M | +3.8% | +27.5% | -23.7% | -0.7% |
| 6M | +13.2% | +43.6% | -30.3% | +5.3% |
| YTD | +4.7% | +56.8% | -52.0% | -4.7% |
| 1Y | +14.4% | -1.3% | +15.7% | +13.6% |
| 3Y | +128.6% | -25.4% | +153.9% | +137.2% |
| All | +190.0% | -13.0% | +203.0% | +190.5% |
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