+120.1%
MAR vs KMX
-14.8%
+134.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +1.6% | +3.4% | -1.8% | +0.8% |
| 30D | +13.8% | +6.8% | +7.0% | +11.9% |
| 3M | +20.3% | -11.4% | +31.7% | +23.1% |
| 6M | +21.3% | +43.6% | -22.2% | +9.8% |
| YTD | +37.2% | +37.7% | -0.5% | +23.2% |
| 1Y | +48.4% | +53.0% | -4.5% | +29.2% |
| 3Y | +120.1% | -16.3% | +136.4% | +125.8% |
| All | +120.1% | -14.8% | +134.9% | +125.8% |
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