+2,498.9%
MAR vs KMX
+983.0%
+1,515.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -4.2% | +1.9% | -6.0% | -4.6% |
| 30D | -6.7% | +11.7% | -18.4% | -9.3% |
| 3M | -12.5% | +34.9% | -47.4% | -19.3% |
| 6M | +0.6% | +50.3% | -49.7% | -10.4% |
| YTD | +9.1% | +63.8% | -54.7% | -5.4% |
| 1Y | +26.2% | +3.8% | +22.4% | +20.3% |
| 3Y | +68.2% | -24.3% | +92.4% | +69.6% |
| 5Y | +163.9% | -50.2% | +214.1% | +185.1% |
| 10Y | +420.6% | +5.4% | +415.2% | +362.6% |
| All | +2,498.9% | +983.0% | +1,515.9% | +1,453.0% |
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 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