+3,168.2%
MAR vs KMX
+810.7%
+2,357.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +1.6% | +3.4% | -1.8% | +0.7% |
| 30D | +13.8% | +6.8% | +7.0% | +11.7% |
| 3M | +20.3% | -11.4% | +31.7% | +23.3% |
| 6M | +21.3% | +43.6% | -22.2% | +9.5% |
| YTD | +37.2% | +37.7% | -0.5% | +23.6% |
| 1Y | +48.4% | +53.0% | -4.5% | +30.1% |
| 3Y | +120.1% | -16.3% | +136.4% | +116.8% |
| 5Y | +182.1% | -64.2% | +246.3% | +230.2% |
| 10Y | +530.2% | -2.8% | +533.1% | +472.0% |
| All | +3,168.2% | +810.7% | +2,357.4% | +1,929.7% |
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