+932.4%
MAS vs KMX
+378.2%
+554.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.3% |
| 7D | +4.6% | -6.4% | +10.9% | +6.3% |
| 30D | +19.9% | -4.9% | +24.7% | +21.4% |
| 3M | +8.9% | -7.2% | +16.1% | +10.7% |
| 6M | +20.2% | +41.2% | -21.1% | +9.2% |
| YTD | +33.9% | +36.1% | -2.2% | +21.5% |
| 1Y | +34.7% | +28.9% | +5.8% | +22.5% |
| 3Y | +60.4% | -21.5% | +81.8% | +62.5% |
| 5Y | +43.5% | -66.0% | +109.4% | +73.2% |
| 10Y | +226.7% | +4.1% | +222.6% | +189.0% |
| All | +932.4% | +378.2% | +554.2% | +493.7% |
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