+181.3%
MCD vs KMX
+3.6%
+177.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | -1.9% | -1.0% | -2.6% |
| 30D | -6.7% | +2.6% | -9.3% | -7.2% |
| 3M | -9.6% | +25.6% | -35.1% | -13.3% |
| 6M | -22.3% | +41.9% | -64.2% | -27.4% |
| YTD | -15.4% | +56.0% | -71.5% | -22.7% |
| 1Y | -16.8% | -1.8% | -15.0% | -18.5% |
| 3Y | -2.4% | -25.7% | +23.3% | -2.0% |
| 5Y | +19.4% | -54.7% | +74.1% | +29.9% |
| 10Y | +181.3% | +9.2% | +172.1% | +140.5% |
| All | +181.3% | +3.6% | +177.7% | +140.5% |
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