+61.7%
MAS vs KMX
-20.9%
+82.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.0% |
| 7D | +4.6% | -6.4% | +10.9% | +6.7% |
| 30D | +19.9% | -4.9% | +24.7% | +21.6% |
| 3M | +8.9% | -7.2% | +16.1% | +11.0% |
| 6M | +20.2% | +41.2% | -21.1% | +6.5% |
| YTD | +33.9% | +36.1% | -2.2% | +17.7% |
| 1Y | +34.7% | +28.9% | +5.8% | +18.7% |
| All | +61.7% | -20.9% | +82.6% | +67.9% |
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