+149.4%
MAR vs KMX
-54.8%
+204.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -0.5% | -3.1% | +2.6% | +0.3% |
| 30D | -5.4% | +4.4% | -9.9% | -6.5% |
| 3M | -15.5% | +18.9% | -34.4% | -19.7% |
| 6M | +3.0% | +44.3% | -41.3% | -8.0% |
| YTD | +8.5% | +58.7% | -50.2% | -6.1% |
| 1Y | +26.0% | +0.1% | +25.8% | +22.0% |
| 3Y | +68.6% | -24.4% | +93.0% | +73.0% |
| All | +149.4% | -54.8% | +204.2% | +193.6% |
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