+215.9%
MAS vs KMX
+0.3%
+215.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.2% |
| 7D | +2.0% | -7.4% | +9.3% | +4.7% |
| 30D | +19.4% | -3.4% | +22.8% | +20.7% |
| 3M | +9.4% | -11.3% | +20.8% | +13.6% |
| 6M | +15.3% | +30.6% | -15.2% | +3.8% |
| YTD | +31.3% | +33.2% | -1.9% | +15.4% |
| 1Y | +34.9% | +66.7% | -31.8% | +9.1% |
| 3Y | +58.6% | -22.1% | +80.7% | +61.3% |
| 5Y | +40.7% | -66.7% | +107.4% | +83.1% |
| All | +215.9% | +0.3% | +215.6% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling