+2,369.4%
MCHP vs KMX
+450.6%
+1,918.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | -12.8% | +4.1% | -16.9% | -13.9% |
| 3M | -19.2% | +27.5% | -46.7% | -24.4% |
| 6M | +14.5% | +43.6% | -29.0% | +3.0% |
| YTD | +17.1% | +56.8% | -39.6% | +2.6% |
| 1Y | +15.3% | -1.3% | +16.6% | +11.5% |
| 3Y | +0.5% | -25.4% | +25.8% | +3.6% |
| 5Y | +6.1% | -53.9% | +60.0% | +19.7% |
| 10Y | +192.2% | +0.7% | +191.6% | +172.1% |
| All | +2,369.4% | +450.6% | +1,918.8% | +1,090.6% |
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